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    Vanguard Precious Metals and Mining Inv (VGPMX)

    10.57 Up 0.43(4.24%) Apr 29

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up15
    Number of Years Down16
    Best 1 Yr Total Return(Dec 30, 2009):76.46%
    Worst 1 Yr Total Return(Dec 30, 2008):-56.02%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVGPMXCategory
    Alpha (against Standard Index)-15.98-12.19
    Beta (against Standard Index)0.720.41
    Mean Annual Return-0.97-0.80
    R-squared (against Standard Index)9.871.81
    Standard Deviation27.5038.73
    Sharpe Ratio-0.42-0.25
    Treynor Ratio-19.94-40.55
    5 Years
    StatisticVGPMXCategory
    Alpha (against Standard Index)-22.28-17.64
    Beta (against Standard Index)1.030.62
    Mean Annual Return-1.34-1.16
    R-squared (against Standard Index)24.456.37
    Standard Deviation28.5534.70
    Sharpe Ratio-0.57-0.40
    Treynor Ratio-17.90-29.91
    10 Years
    StatisticVGPMXCategory
    Alpha (against Standard Index)-6.83-1.07
    Beta (against Standard Index)1.330.83
    Mean Annual Return0.010.31
    R-squared (against Standard Index)49.6015.64
    Standard Deviation32.2836.49
    Sharpe Ratio-0.030.07
    Treynor Ratio-4.75-4.78