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Saturday, December 5, 2009, 8:20AM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Vanguard Energy Adm (VGELX)On Dec 4: 111.42  Down 0.81 (0.72%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2005):44.67%
Worst 1 Yr Total Return (2008):-42.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVGELXCategory
Alpha (against Standard Index)12.9812.65
Beta (against Standard Index)1.101.24
Mean Annual Return2.750.45
R-squared (against Standard Index)5551.33
Standard Deviation28.8234.18
Sharpe Ratio0.16N/A
Treynor Ratio0.30N/A
5 Years
StatisticVGELXCategory
Alpha (against Standard Index)14.7713.19
Beta (against Standard Index)1.111.23
Mean Annual Return13.591.21
R-squared (against Standard Index)4542.80
Standard Deviation26.1730.15
Sharpe Ratio0.51N/A
Treynor Ratio9.54N/A
10 Years
StatisticVGELXCategory
Alpha (against Standard Index)16.6515.54
Beta (against Standard Index)0.851.01
Mean Annual Return15.801.32
R-squared (against Standard Index)3534.15
Standard Deviation23.0228.10
Sharpe Ratio0.63N/A
Treynor Ratio15.11N/A

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