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Vanguard 500 Index Investor (VFINX)
On
Nov 27
:
100.96
1.75
(1.70%)
MORE ON VFINX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.64%
Worst 1 Yr Total Return
(2008)
:
-37.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VFINX
Category
Alpha (against Standard Index)
-0.05
0.38
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-7.06
-0.41
R-squared (against Standard Index)
100
95.50
Standard Deviation
19.57
20.09
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-9.48
N/A
5 Years
Statistic
VFINX
Category
Alpha (against Standard Index)
-0.08
0.26
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
0.25
0.16
R-squared (against Standard Index)
100
94.84
Standard Deviation
15.96
16.47
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.77
N/A
10 Years
Statistic
VFINX
Category
Alpha (against Standard Index)
-0.08
0.84
Beta (against Standard Index)
1.00
0.97
Mean Annual Return
-1.02
0.11
R-squared (against Standard Index)
99
91.16
Standard Deviation
16.12
16.35
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-3.99
N/A
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