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Vanguard FTSE Social Index Inv (VFTSX)On Nov 30: 6.55  Up 0.04 (0.61%)  
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Risk  As of 31-Oct-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):13.09%
Worst 1 Yr Total Return (2008):-42.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVFTSXCategory
Alpha (against Standard Index)-1.450.38
Beta (against Standard Index)1.181.00
Mean Annual Return-10.37-0.41
R-squared (against Standard Index)9595.50
Standard Deviation23.4920.09
Sharpe Ratio-0.45N/A
Treynor Ratio-10.88N/A
5 Years
StatisticVFTSXCategory
Alpha (against Standard Index)-1.920.26
Beta (against Standard Index)1.171.01
Mean Annual Return-2.340.16
R-squared (against Standard Index)9594.84
Standard Deviation19.0716.47
Sharpe Ratio-0.18N/A
Treynor Ratio-4.59N/A
10 Years
StatisticVFTSXCategory
Alpha (against Standard Index)N/A0.84
Beta (against Standard Index)N/A0.97
Mean Annual ReturnN/A0.11
R-squared (against Standard Index)N/A91.16
Standard DeviationN/A16.35
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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