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Vanguard Explorer Adm (VEXRX)
On
Dec 7
:
51.43
0.02
(0.04%)
MORE ON VEXRX
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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)
:
13.92%
Worst 1 Yr Total Return
(2008)
:
-40.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VEXRX
Category
Alpha (against Standard Index)
1.33
1.71
Beta (against Standard Index)
1.13
1.15
Mean Annual Return
-7.41
-0.40
R-squared (against Standard Index)
91
85.55
Standard Deviation
23.04
24.28
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.72
N/A
5 Years
Statistic
VEXRX
Category
Alpha (against Standard Index)
1.35
1.12
Beta (against Standard Index)
1.17
1.19
Mean Annual Return
0.71
0.21
R-squared (against Standard Index)
87
81.02
Standard Deviation
19.96
21.15
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.97
N/A
10 Years
Statistic
VEXRX
Category
Alpha (against Standard Index)
7.25
5.25
Beta (against Standard Index)
1.13
1.18
Mean Annual Return
4.86
0.43
R-squared (against Standard Index)
64
56.73
Standard Deviation
22.59
25.52
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.68
N/A
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