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Tuesday, December 8, 2009, 11:46PM ET - U.S. Markets Closed. Dow Down 1.00% Nasdaq Down 0.76%
Vanguard Health Care Adm (VGHAX)On Dec 8: 50.84  Down 0.17 (0.33%)  
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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):15.54%
Worst 1 Yr Total Return (2008):-18.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVGHAXCategory
Alpha (against Standard Index)2.972.21
Beta (against Standard Index)0.700.72
Mean Annual Return-1.45-0.08
R-squared (against Standard Index)6662.22
Standard Deviation16.8518.26
Sharpe Ratio-0.15N/A
Treynor Ratio-5.52N/A
5 Years
StatisticVGHAXCategory
Alpha (against Standard Index)4.442.35
Beta (against Standard Index)0.690.73
Mean Annual Return5.650.36
R-squared (against Standard Index)6257.56
Standard Deviation13.9215.68
Sharpe Ratio0.25N/A
Treynor Ratio3.80N/A
10 Years
StatisticVGHAXCategory
Alpha (against Standard Index)7.726.46
Beta (against Standard Index)0.540.61
Mean Annual Return8.750.65
R-squared (against Standard Index)4528.51
Standard Deviation12.9819.99
Sharpe Ratio0.49N/A
Treynor Ratio10.75N/A

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