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Monday, December 7, 2009, 6:48PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Down 0.22%
Vanguard Health Care Index Adm (VHCIX)On Dec 7: 27.35  Down 0.04 (0.15%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2005):8.21%
Worst 1 Yr Total Return (2008):-23.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVHCIXCategory
Alpha (against Standard Index)1.272.21
Beta (against Standard Index)0.710.72
Mean Annual Return-3.18-0.08
R-squared (against Standard Index)6862.22
Standard Deviation16.8318.26
Sharpe Ratio-0.25N/A
Treynor Ratio-7.89N/A
5 Years
StatisticVHCIXCategory
Alpha (against Standard Index)1.322.35
Beta (against Standard Index)0.700.73
Mean Annual Return2.390.36
R-squared (against Standard Index)6357.56
Standard Deviation14.0215.68
Sharpe Ratio0.03N/A
Treynor Ratio-0.91N/A
10 Years
StatisticVHCIXCategory
Alpha (against Standard Index)N/A6.46
Beta (against Standard Index)N/A0.61
Mean Annual ReturnN/A0.65
R-squared (against Standard Index)N/A28.51
Standard DeviationN/A19.99
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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