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    Vanguard REIT Index Inv (VGSIX)

    26.57 Up 0.21(0.80%) May 1

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up14
    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)9.148.20
    Beta (against Standard Index)0.450.45
    Mean Annual Return1.171.09
    R-squared (against Standard Index)12.4515.54
    Standard Deviation13.3512.40
    Sharpe Ratio1.041.08
    Treynor Ratio31.1329.58
    5 Years
    StatisticVGSIXCategory
    Alpha (against Standard Index)8.768.12
    Beta (against Standard Index)0.740.74
    Mean Annual Return1.331.28
    R-squared (against Standard Index)43.6046.15
    Standard Deviation16.1315.84
    Sharpe Ratio0.980.96
    Treynor Ratio21.1120.24
    10 Years
    StatisticVGSIXCategory
    Alpha (against Standard Index)4.403.42
    Beta (against Standard Index)1.101.09
    Mean Annual Return1.060.97
    R-squared (against Standard Index)51.3553.14
    Standard Deviation25.5224.87
    Sharpe Ratio0.440.41
    Treynor Ratio7.516.72