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Vanguard Extended Market Idx (VEXMX)
On
Nov 27
:
30.61
0.68
(2.17%)
MORE ON VEXMX
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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)
:
18.71%
Worst 1 Yr Total Return
(2008)
:
-38.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VEXMX
Category
Alpha (against Standard Index)
3.09
2.78
Beta (against Standard Index)
1.20
1.14
Mean Annual Return
-6.56
-0.31
R-squared (against Standard Index)
92
88.48
Standard Deviation
24.33
23.83
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.49
N/A
5 Years
Statistic
VEXMX
Category
Alpha (against Standard Index)
2.81
2.11
Beta (against Standard Index)
1.22
1.17
Mean Annual Return
2.04
0.29
R-squared (against Standard Index)
90
86.78
Standard Deviation
20.39
20.06
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.81
N/A
10 Years
Statistic
VEXMX
Category
Alpha (against Standard Index)
5.17
6.25
Beta (against Standard Index)
1.15
1.05
Mean Annual Return
2.70
0.54
R-squared (against Standard Index)
70
72.80
Standard Deviation
22.13
19.97
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.23
N/A
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