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Vanguard Interm-Term Investment-Grade Ad (VFIDX)
On
Dec 3
:
9.74
0.02
(0.20%)
MORE ON VFIDX
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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
(2007)
:
6.26%
Worst 1 Yr Total Return
(2008)
:
-6.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VFIDX
Category
Alpha (against Standard Index)
-2.44
-1.72
Beta (against Standard Index)
1.53
1.02
Mean Annual Return
5.71
0.39
R-squared (against Standard Index)
69
59.27
Standard Deviation
7.50
5.93
Sharpe Ratio
0.46
N/A
Treynor Ratio
2.16
N/A
5 Years
Statistic
VFIDX
Category
Alpha (against Standard Index)
-1.16
-1.05
Beta (against Standard Index)
1.42
0.98
Mean Annual Return
4.60
0.33
R-squared (against Standard Index)
71
61.87
Standard Deviation
6.15
4.88
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.11
N/A
10 Years
Statistic
VFIDX
Category
Alpha (against Standard Index)
-0.73
-0.65
Beta (against Standard Index)
1.28
0.96
Mean Annual Return
6.42
0.45
R-squared (against Standard Index)
78
71.12
Standard Deviation
5.47
4.47
Sharpe Ratio
0.63
N/A
Treynor Ratio
2.70
N/A
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