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Monday, November 30, 2009, 2:19AM ET - U.S. Markets open in 7 hours and 11 minutes. Dow Down 1.48% Nasdaq Down 1.73%
Vanguard Extended Market Idx (VEXMX)On Nov 27: 30.61  Down 0.68 (2.17%)  
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Risk  As of 31-Oct-09Get 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):18.71%
Worst 1 Yr Total Return (2008):-38.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVEXMXCategory
Alpha (against Standard Index)3.092.78
Beta (against Standard Index)1.201.14
Mean Annual Return-6.56-0.31
R-squared (against Standard Index)9288.48
Standard Deviation24.3323.83
Sharpe Ratio-0.25N/A
Treynor Ratio-7.49N/A
5 Years
StatisticVEXMXCategory
Alpha (against Standard Index)2.812.11
Beta (against Standard Index)1.221.17
Mean Annual Return2.040.29
R-squared (against Standard Index)9086.78
Standard Deviation20.3920.06
Sharpe Ratio0.06N/A
Treynor Ratio-0.81N/A
10 Years
StatisticVEXMXCategory
Alpha (against Standard Index)5.176.25
Beta (against Standard Index)1.151.05
Mean Annual Return2.700.54
R-squared (against Standard Index)7072.80
Standard Deviation22.1319.97
Sharpe Ratio0.10N/A
Treynor Ratio-0.23N/A

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