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Vanguard Growth Equity (VGEQX)
On
Nov 27
:
9.06
0.13
(1.41%)
MORE ON VGEQX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
22.47%
Worst 1 Yr Total Return
(2008)
:
-47.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VGEQX
Category
Alpha (against Standard Index)
0.60
2.45
Beta (against Standard Index)
1.02
1.00
Mean Annual Return
-6.97
-0.24
R-squared (against Standard Index)
86
88.47
Standard Deviation
21.45
20.84
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-9.22
N/A
5 Years
Statistic
VGEQX
Category
Alpha (against Standard Index)
-0.39
0.94
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
-0.48
0.21
R-squared (against Standard Index)
85
86.37
Standard Deviation
18.05
17.46
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.36
N/A
10 Years
Statistic
VGEQX
Category
Alpha (against Standard Index)
-1.67
0.18
Beta (against Standard Index)
1.19
1.04
Mean Annual Return
-4.33
0.04
R-squared (against Standard Index)
71
78.62
Standard Deviation
22.71
19.22
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.12
N/A
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