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Vanguard Energy Adm (VGELX)
On
Dec 4
:
111.42
0.81
(0.72%)
MORE ON VGELX
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Risk
As of 31-Oct-09
Get
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
Statistic
VGELX
Category
Alpha (against Standard Index)
12.98
12.65
Beta (against Standard Index)
1.10
1.24
Mean Annual Return
2.75
0.45
R-squared (against Standard Index)
55
51.33
Standard Deviation
28.82
34.18
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.30
N/A
5 Years
Statistic
VGELX
Category
Alpha (against Standard Index)
14.77
13.19
Beta (against Standard Index)
1.11
1.23
Mean Annual Return
13.59
1.21
R-squared (against Standard Index)
45
42.80
Standard Deviation
26.17
30.15
Sharpe Ratio
0.51
N/A
Treynor Ratio
9.54
N/A
10 Years
Statistic
VGELX
Category
Alpha (against Standard Index)
16.65
15.54
Beta (against Standard Index)
0.85
1.01
Mean Annual Return
15.80
1.32
R-squared (against Standard Index)
35
34.15
Standard Deviation
23.02
28.10
Sharpe Ratio
0.63
N/A
Treynor Ratio
15.11
N/A
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