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    Vanguard Capital Opportunity Inv (VHCOX)

    54.37 Down 0.74(1.34%) May 5

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up14
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2003):49.55%
    Worst 1 Yr Total Return(Dec 30, 2008):-39.08%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVHCOXCategory
    Alpha (against Standard Index)6.68-1.14
    Beta (against Standard Index)0.981.02
    Mean Annual Return1.821.22
    R-squared (against Standard Index)71.9982.02
    Standard Deviation11.0410.87
    Sharpe Ratio1.971.36
    Treynor Ratio23.9114.76
    5 Years
    StatisticVHCOXCategory
    Alpha (against Standard Index)-0.21-1.15
    Beta (against Standard Index)1.121.06
    Mean Annual Return1.321.17
    R-squared (against Standard Index)87.3789.84
    Standard Deviation15.4714.48
    Sharpe Ratio1.020.97
    Treynor Ratio14.0213.12
    10 Years
    StatisticVHCOXCategory
    Alpha (against Standard Index)2.680.46
    Beta (against Standard Index)1.111.03
    Mean Annual Return1.030.79
    R-squared (against Standard Index)85.3687.88
    Standard Deviation17.6916.22
    Sharpe Ratio0.610.50
    Treynor Ratio8.886.87