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    Vanguard Capital Opportunity Inv (VHCOX)

    54.28 Up 0.15(0.28%) Nov 27

    Risk as of Oct 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
    Alpha (against Standard Index)6.390.52
    Beta (against Standard Index)0.950.99
    Mean Annual Return1.771.34
    R-squared (against Standard Index)73.2583.58
    Standard Deviation11.6711.46
    Sharpe Ratio1.821.40
    Treynor Ratio23.7816.69
    5 Years
    Alpha (against Standard Index)0.85-1.33
    Beta (against Standard Index)1.031.04
    Mean Annual Return1.291.12
    R-squared (against Standard Index)83.5087.63
    Standard Deviation13.4413.32
    Sharpe Ratio1.151.01
    Treynor Ratio15.0612.80
    10 Years
    Alpha (against Standard Index)1.950.11
    Beta (against Standard Index)1.091.02
    Mean Annual Return0.950.75
    R-squared (against Standard Index)85.8488.23
    Standard Deviation17.7416.46
    Sharpe Ratio0.570.47
    Treynor Ratio8.236.55