Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Monday, November 30, 2009, 2:53AM ET - U.S. Markets open in 6 hours and 37 minutes. Dow Down 1.48% Nasdaq  0.00%
Vanguard Global Equity (VHGEX)On Nov 27: 15.56  Down 0.41 (2.57%)  
MORE ON VHGEX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):23.59%
Worst 1 Yr Total Return (2008):-46.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVHGEXCategory
Alpha (against Standard Index)-2.37-0.56
Beta (against Standard Index)1.050.91
Mean Annual Return-8.01-0.21
R-squared (against Standard Index)9790.41
Standard Deviation25.5022.89
Sharpe Ratio-0.29N/A
Treynor Ratio-9.97N/A
5 Years
StatisticVHGEXCategory
Alpha (against Standard Index)-2.21-1.40
Beta (against Standard Index)1.040.90
Mean Annual Return2.710.44
R-squared (against Standard Index)9689.02
Standard Deviation21.0219.07
Sharpe Ratio0.09N/A
Treynor Ratio-0.30N/A
10 Years
StatisticVHGEXCategory
Alpha (against Standard Index)3.590.66
Beta (against Standard Index)0.950.93
Mean Annual Return5.660.36
R-squared (against Standard Index)8979.68
Standard Deviation18.2519.07
Sharpe Ratio0.24N/A
Treynor Ratio2.83N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center