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    Vanguard FTSE Social Index Inv (VFTSX)

    13.61 Down 0.05(0.37%) Jul 6

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2013):36.84%
    Worst 1 Yr Total Return(Dec 30, 2008):-42.39%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.46-0.74
    Beta (against Standard Index)1.020.99
    Mean Annual Return1.771.47
    R-squared (against Standard Index)94.9691.09
    Standard Deviation8.868.84
    Sharpe Ratio2.391.99
    Treynor Ratio22.5118.74
    5 Years
    Alpha (against Standard Index)-0.21-1.68
    Beta (against Standard Index)1.041.03
    Mean Annual Return1.381.24
    R-squared (against Standard Index)96.8495.26
    Standard Deviation13.0012.94
    Sharpe Ratio1.271.16
    Treynor Ratio16.2314.67
    10 Years
    Alpha (against Standard Index)-1.27-0.56
    Beta (against Standard Index)1.111.01
    Mean Annual Return0.710.70
    R-squared (against Standard Index)96.0095.08
    Standard Deviation16.7215.25
    Sharpe Ratio0.420.46
    Treynor Ratio5.346.10