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Vanguard Explorer (VEXPX)
On
Nov 27
:
53.57
1.14
(2.08%)
MORE ON VEXPX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
13.75%
Worst 1 Yr Total Return
(2008)
:
-40.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VEXPX
Category
Alpha (against Standard Index)
1.14
1.71
Beta (against Standard Index)
1.13
1.15
Mean Annual Return
-7.57
-0.40
R-squared (against Standard Index)
91
85.55
Standard Deviation
23.03
24.28
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-8.88
N/A
5 Years
Statistic
VEXPX
Category
Alpha (against Standard Index)
1.17
1.12
Beta (against Standard Index)
1.17
1.19
Mean Annual Return
0.54
0.21
R-squared (against Standard Index)
87
81.02
Standard Deviation
19.96
21.15
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.12
N/A
10 Years
Statistic
VEXPX
Category
Alpha (against Standard Index)
7.13
5.25
Beta (against Standard Index)
1.13
1.18
Mean Annual Return
4.73
0.43
R-squared (against Standard Index)
64
56.73
Standard Deviation
22.59
25.52
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.56
N/A
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