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Vanguard REIT Index (VGSIX)

On Dec 3: 14.30   0.15 (1.04%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 35.07% Worst 1 Yr Total Return (2008): -37.05% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic VGSIX Category Alpha (against Standard Index) 2.12 0.21 Beta (against Standard Index) 1.65 1.63 Mean Annual Return -15.07 -0.83 R-squared (against Standard Index) 66 67.53 Standard Deviation 39.62 38.84 Sharpe Ratio -0.27 N/A Treynor Ratio -10.59 N/A 5 Years Statistic VGSIX Category Alpha (against Standard Index) 4.21 2.84 Beta (against Standard Index) 1.62 1.61 Mean Annual Return -0.34 0.30 R-squared (against Standard Index) 64 66.12 Standard Deviation 32.08 31.52 Sharpe Ratio 0.06 N/A Treynor Ratio -2.08 N/A 10 Years Statistic VGSIX Category Alpha (against Standard Index) 11.24 10.64 Beta (against Standard Index) 0.88 0.89 Mean Annual Return 9.10 0.94 R-squared (against Standard Index) 33 35.37 Standard Deviation 24.64 24.16 Sharpe Ratio 0.36 N/A Treynor Ratio 6.96 N/A
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