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    Vanguard REIT Index Inv (VGSIX)

    27.16 Down 0.26(0.95%) Apr 29

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up15
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2003):35.65%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.05%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVGSIXCategory
    Alpha (against Standard Index)7.416.48
    Beta (against Standard Index)0.580.59
    Mean Annual Return0.910.84
    R-squared (against Standard Index)19.3824.03
    Standard Deviation15.7614.81
    Sharpe Ratio0.690.68
    Treynor Ratio17.5916.20
    5 Years
    StatisticVGSIXCategory
    Alpha (against Standard Index)7.806.96
    Beta (against Standard Index)0.750.75
    Mean Annual Return1.030.96
    R-squared (against Standard Index)39.3342.94
    Standard Deviation16.3215.80
    Sharpe Ratio0.750.73
    Treynor Ratio15.4414.52
    10 Years
    StatisticVGSIXCategory
    Alpha (against Standard Index)3.993.07
    Beta (against Standard Index)1.081.07
    Mean Annual Return0.820.74
    R-squared (against Standard Index)51.3553.19
    Standard Deviation25.7325.06
    Sharpe Ratio0.340.31
    Treynor Ratio5.124.40