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    Vanguard Energy Inv (VGENX)

    52.74 Down 0.92(1.71%) Mar 6

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up22
    Number of Years Down8
    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
    StatisticVGENXCategory
    Alpha (against Standard Index)-14.11-15.02
    Beta (against Standard Index)1.201.27
    Mean Annual Return-0.02-0.05
    R-squared (against Standard Index)64.5153.28
    Standard Deviation15.6518.15
    Sharpe Ratio-0.02-0.03
    Treynor Ratio-1.27-1.68
    5 Years
    StatisticVGENXCategory
    Alpha (against Standard Index)-7.86-9.64
    Beta (against Standard Index)1.221.34
    Mean Annual Return0.490.36
    R-squared (against Standard Index)76.0067.11
    Standard Deviation20.4923.69
    Sharpe Ratio0.290.18
    Treynor Ratio3.141.16
    10 Years
    StatisticVGENXCategory
    Alpha (against Standard Index)0.580.26
    Beta (against Standard Index)1.141.26
    Mean Annual Return0.750.76
    R-squared (against Standard Index)67.5960.16
    Standard Deviation23.0526.95
    Sharpe Ratio0.330.29
    Treynor Ratio4.453.36