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Vanguard Health Care Adm (VGHAX)
On
Dec 8
:
50.84
0.17
(0.33%)
MORE ON VGHAX
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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)
:
15.54%
Worst 1 Yr Total Return
(2008)
:
-18.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VGHAX
Category
Alpha (against Standard Index)
2.97
2.21
Beta (against Standard Index)
0.70
0.72
Mean Annual Return
-1.45
-0.08
R-squared (against Standard Index)
66
62.22
Standard Deviation
16.85
18.26
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.52
N/A
5 Years
Statistic
VGHAX
Category
Alpha (against Standard Index)
4.44
2.35
Beta (against Standard Index)
0.69
0.73
Mean Annual Return
5.65
0.36
R-squared (against Standard Index)
62
57.56
Standard Deviation
13.92
15.68
Sharpe Ratio
0.25
N/A
Treynor Ratio
3.80
N/A
10 Years
Statistic
VGHAX
Category
Alpha (against Standard Index)
7.72
6.46
Beta (against Standard Index)
0.54
0.61
Mean Annual Return
8.75
0.65
R-squared (against Standard Index)
45
28.51
Standard Deviation
12.98
19.99
Sharpe Ratio
0.49
N/A
Treynor Ratio
10.75
N/A
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