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 Dow Down0.08% Nasdaq Down0.11%

Vanguard FTSE Social Index Inv (VFTSX)

10.27 Down 0.03(0.29%) May 23


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up7
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):35.12%
Worst 1 Yr Total Return(Dec 30, 2008):-42.39%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVFTSXCategory
Alpha (against Standard Index)-0.99-2.48
Beta (against Standard Index)1.041.08
Mean Annual Return1.120.98
R-squared (against Standard Index)97.4092.65
Standard Deviation16.0116.81
Sharpe Ratio0.830.70
Treynor Ratio12.2810.12
5 Years
StatisticVFTSXCategory
Alpha (against Standard Index)-0.49-0.57
Beta (against Standard Index)1.121.02
Mean Annual Return0.580.54
R-squared (against Standard Index)96.4791.10
Standard Deviation21.6120.13
Sharpe Ratio0.310.31
Treynor Ratio3.874.17
10 Years
StatisticVFTSXCategory
Alpha (against Standard Index)-2.08-0.28
Beta (against Standard Index)1.121.04
Mean Annual Return0.650.73
R-squared (against Standard Index)95.8787.52
Standard Deviation16.8616.34
Sharpe Ratio0.360.43
Treynor Ratio4.345.67