Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Monday, December 28, 2009, 11:44PM ET - U.S. Markets Closed.
Dow
0.26%
Nasdaq
0.24%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Vanguard FTSE Social Index Instl (VFTNX)
On
Dec 28
:
6.73
0.01
(0.15%)
MORE ON VFTNX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
13.35%
Worst 1 Yr Total Return
(2008)
:
-42.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VFTNX
Category
Alpha (against Standard Index)
-1.47
2.20
Beta (against Standard Index)
1.17
0.99
Mean Annual Return
-8.96
-0.14
R-squared (against Standard Index)
95
88.76
Standard Deviation
23.79
21.04
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-9.58
N/A
5 Years
Statistic
VFTNX
Category
Alpha (against Standard Index)
-1.89
0.80
Beta (against Standard Index)
1.17
1.01
Mean Annual Return
-1.89
0.24
R-squared (against Standard Index)
95
86.59
Standard Deviation
19.19
17.50
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.17
N/A
10 Years
Statistic
VFTNX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center