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Vanguard Global Equity (VHGEX)
On
Nov 27
:
15.56
0.41
(2.57%)
MORE ON VHGEX
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Risk
As of 31-Oct-09
Get
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
Statistic
VHGEX
Category
Alpha (against Standard Index)
-2.37
-0.56
Beta (against Standard Index)
1.05
0.91
Mean Annual Return
-8.01
-0.21
R-squared (against Standard Index)
97
90.41
Standard Deviation
25.50
22.89
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-9.97
N/A
5 Years
Statistic
VHGEX
Category
Alpha (against Standard Index)
-2.21
-1.40
Beta (against Standard Index)
1.04
0.90
Mean Annual Return
2.71
0.44
R-squared (against Standard Index)
96
89.02
Standard Deviation
21.02
19.07
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.30
N/A
10 Years
Statistic
VHGEX
Category
Alpha (against Standard Index)
3.59
0.66
Beta (against Standard Index)
0.95
0.93
Mean Annual Return
5.66
0.36
R-squared (against Standard Index)
89
79.68
Standard Deviation
18.25
19.07
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.83
N/A
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