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    Vanguard Energy Inv (VGENX)

    39.22 Down 0.76(1.90%) Feb 5

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up22
    Number of Years Down9
    Best 1 Yr Total Return(Dec 30, 2005):44.60%
    Worst 1 Yr Total Return(Dec 30, 2008):-42.87%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-13.38-19.10
    Beta (against Standard Index)1.111.31
    Mean Annual Return-0.70-0.72
    R-squared (against Standard Index)49.0945.61
    Standard Deviation18.0421.52
    Sharpe Ratio-0.47-0.37
    Treynor Ratio-8.62-7.52
    5 Years
    Alpha (against Standard Index)-10.50-14.67
    Beta (against Standard Index)1.251.42
    Mean Annual Return-0.33-0.42
    R-squared (against Standard Index)67.7261.88
    Standard Deviation20.3423.78
    Sharpe Ratio-0.20-0.21
    Treynor Ratio-4.71-5.24
    10 Years
    Alpha (against Standard Index)-2.68-4.20
    Beta (against Standard Index)1.121.24
    Mean Annual Return0.230.26
    R-squared (against Standard Index)67.3359.08
    Standard Deviation23.1027.26
    Sharpe Ratio0.070.08
    Treynor Ratio-0.94-1.42