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Monday, December 28, 2009, 11:44PM ET - U.S. Markets Closed. Dow Up 0.26% Nasdaq Up 0.24%
Vanguard FTSE Social Index Instl (VFTNX)On Dec 28: 6.73  Up 0.01 (0.15%)  
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Risk  As of 30-Nov-09Get 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
StatisticVFTNXCategory
Alpha (against Standard Index)-1.472.20
Beta (against Standard Index)1.170.99
Mean Annual Return-8.96-0.14
R-squared (against Standard Index)9588.76
Standard Deviation23.7921.04
Sharpe Ratio-0.37N/A
Treynor Ratio-9.58N/A
5 Years
StatisticVFTNXCategory
Alpha (against Standard Index)-1.890.80
Beta (against Standard Index)1.171.01
Mean Annual Return-1.890.24
R-squared (against Standard Index)9586.59
Standard Deviation19.1917.50
Sharpe Ratio-0.16N/A
Treynor Ratio-4.17N/A
10 Years
StatisticVFTNXCategory
Alpha (against Standard Index)N/A-0.13
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.05
R-squared (against Standard Index)N/A78.99
Standard DeviationN/A19.17
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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