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Vanguard Extended Market Idx Adm (VEXAX)
On
Dec 7
:
31.71
0.02
(0.06%)
MORE ON VEXAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
18.82%
Worst 1 Yr Total Return
(2008)
:
-38.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VEXAX
Category
Alpha (against Standard Index)
3.25
2.78
Beta (against Standard Index)
1.20
1.14
Mean Annual Return
-6.40
-0.31
R-squared (against Standard Index)
92
88.48
Standard Deviation
24.33
23.83
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.36
N/A
5 Years
Statistic
VEXAX
Category
Alpha (against Standard Index)
2.97
2.11
Beta (against Standard Index)
1.22
1.17
Mean Annual Return
2.21
0.29
R-squared (against Standard Index)
90
86.78
Standard Deviation
20.39
20.06
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.67
N/A
10 Years
Statistic
VEXAX
Category
Alpha (against Standard Index)
5.27
6.25
Beta (against Standard Index)
1.15
1.05
Mean Annual Return
2.80
0.54
R-squared (against Standard Index)
69
72.80
Standard Deviation
22.14
19.97
Sharpe Ratio
0.11
N/A
Treynor Ratio
-0.15
N/A
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