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Vanguard Interm-Term Treasury Adm (VFIUX)
On
Dec 1
:
11.80
0.03
(0.25%)
MORE ON VFIUX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
13.49%
Worst 1 Yr Total Return
(2005)
:
2.47%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VFIUX
Category
Alpha (against Standard Index)
0.74
0.17
Beta (against Standard Index)
1.15
0.75
Mean Annual Return
7.66
0.45
R-squared (against Standard Index)
62
63.33
Standard Deviation
5.97
3.92
Sharpe Ratio
0.87
N/A
Treynor Ratio
4.56
N/A
5 Years
Statistic
VFIUX
Category
Alpha (against Standard Index)
0.23
-0.28
Beta (against Standard Index)
1.17
0.77
Mean Annual Return
5.58
0.36
R-squared (against Standard Index)
69
69.10
Standard Deviation
5.14
3.41
Sharpe Ratio
0.50
N/A
Treynor Ratio
2.19
N/A
10 Years
Statistic
VFIUX
Category
Alpha (against Standard Index)
-0.17
-0.49
Beta (against Standard Index)
1.23
0.85
Mean Annual Return
6.87
0.44
R-squared (against Standard Index)
81
77.74
Standard Deviation
5.22
3.68
Sharpe Ratio
0.74
N/A
Treynor Ratio
3.17
N/A
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