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Vanguard Growth & Income Adm (VGIAX)
On
Dec 7
:
37.98
0.08
(0.21%)
MORE ON VGIAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.24%
Worst 1 Yr Total Return
(2008)
:
-37.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VGIAX
Category
Alpha (against Standard Index)
-2.12
0.38
Beta (against Standard Index)
1.02
1.00
Mean Annual Return
-9.25
-0.41
R-squared (against Standard Index)
98
95.50
Standard Deviation
20.13
20.09
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-11.42
N/A
5 Years
Statistic
VGIAX
Category
Alpha (against Standard Index)
-1.34
0.26
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
-1.14
0.16
R-squared (against Standard Index)
98
94.84
Standard Deviation
16.51
16.47
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.06
N/A
10 Years
Statistic
VGIAX
Category
Alpha (against Standard Index)
-0.07
0.84
Beta (against Standard Index)
1.01
0.97
Mean Annual Return
-1.10
0.11
R-squared (against Standard Index)
98
91.16
Standard Deviation
16.43
16.35
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.03
N/A
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