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Vanguard Target Retirement 2040 Inv (VFORX)

30.79 Up 0.09(0.29%) Nov 26

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up5
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):28.32%
Worst 1 Yr Total Return(Dec 30, 2008):-34.53%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)0.79-0.73
Beta (against Standard Index)1.381.33
Mean Annual Return1.201.02
R-squared (against Standard Index)97.1993.34
Standard Deviation9.088.89
Sharpe Ratio1.571.37
Treynor Ratio10.729.42
5 Years
Alpha (against Standard Index)-1.07-2.16
Beta (against Standard Index)1.481.44
Mean Annual Return1.090.96
R-squared (against Standard Index)98.2094.62
Standard Deviation12.7212.52
Sharpe Ratio1.020.92
Treynor Ratio8.738.06
10 Years
Alpha (against Standard Index)N/A-3.20
Beta (against Standard Index)N/A1.52
Mean Annual ReturnN/A0.60
R-squared (against Standard Index)N/A97.32
Standard DeviationN/A14.91
Sharpe RatioN/A0.38
Treynor RatioN/A3.11