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Vanguard Inst Developed Markets Index (VIDMX)
On
Dec 7
:
9.66
0.05
(0.51%)
MORE ON VIDMX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
26.34%
Worst 1 Yr Total Return
(2008)
:
-41.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VIDMX
Category
Alpha (against Standard Index)
0.22
-0.52
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
-5.27
-0.25
R-squared (against Standard Index)
97
96.20
Standard Deviation
24.76
24.79
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-7.53
N/A
5 Years
Statistic
VIDMX
Category
Alpha (against Standard Index)
0.04
-0.43
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
5.10
0.55
R-squared (against Standard Index)
97
95.85
Standard Deviation
20.42
20.52
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.04
N/A
10 Years
Statistic
VIDMX
Category
Alpha (against Standard Index)
N/A
-0.03
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
92.22
Standard Deviation
N/A
19.09
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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