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Friday, December 4, 2009, 6:20AM ET - U.S. Markets open in 3 hours and 10 minutes. Dow Down 0.83% Nasdaq  0.00%
Vanguard GNMA (VFIIX)On Dec 3: 10.85  Down 0.01 (0.09%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2008):7.22%
Worst 1 Yr Total Return (2005):3.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVFIIXCategory
Alpha (against Standard Index)1.650.17
Beta (against Standard Index)0.690.75
Mean Annual Return6.860.45
R-squared (against Standard Index)7463.33
Standard Deviation3.193.92
Sharpe Ratio1.31N/A
Treynor Ratio6.44N/A
5 Years
StatisticVFIIXCategory
Alpha (against Standard Index)1.01-0.28
Beta (against Standard Index)0.720.77
Mean Annual Return5.530.36
R-squared (against Standard Index)7869.10
Standard Deviation2.883.41
Sharpe Ratio0.82N/A
Treynor Ratio3.51N/A
10 Years
StatisticVFIIXCategory
Alpha (against Standard Index)0.74-0.49
Beta (against Standard Index)0.740.85
Mean Annual Return6.200.44
R-squared (against Standard Index)8377.74
Standard Deviation3.053.68
Sharpe Ratio1.03N/A
Treynor Ratio4.40N/A

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