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Vanguard FTSE Social Index Inv (VFTSX)

On Nov 30: 6.55   0.04 (0.61%)

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Risk  As of 31-Oct-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): 13.09% Worst 1 Yr Total Return (2008): -42.39% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic VFTSX Category Alpha (against Standard Index) -1.45 0.38 Beta (against Standard Index) 1.18 1.00 Mean Annual Return -10.37 -0.41 R-squared (against Standard Index) 95 95.50 Standard Deviation 23.49 20.09 Sharpe Ratio -0.45 N/A Treynor Ratio -10.88 N/A 5 Years Statistic VFTSX Category Alpha (against Standard Index) -1.92 0.26 Beta (against Standard Index) 1.17 1.01 Mean Annual Return -2.34 0.16 R-squared (against Standard Index) 95 94.84 Standard Deviation 19.07 16.47 Sharpe Ratio -0.18 N/A Treynor Ratio -4.59 N/A 10 Years Statistic VFTSX Category Alpha (against Standard Index) N/A 0.84 Beta (against Standard Index) N/A 0.97 Mean Annual Return N/A 0.11 R-squared (against Standard Index) N/A 91.16 Standard Deviation N/A 16.35 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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