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Vanguard Extended Market Idx Instl (VIEIX)
On
Dec 7
:
31.72
0.01
(0.03%)
MORE ON VIEIX
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Research Reports
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
(2004)
:
18.92%
Worst 1 Yr Total Return
(2008)
:
-38.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VIEIX
Category
Alpha (against Standard Index)
3.29
2.78
Beta (against Standard Index)
1.20
1.14
Mean Annual Return
-6.37
-0.31
R-squared (against Standard Index)
92
88.48
Standard Deviation
24.34
23.83
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.33
N/A
5 Years
Statistic
VIEIX
Category
Alpha (against Standard Index)
3.01
2.11
Beta (against Standard Index)
1.22
1.17
Mean Annual Return
2.24
0.29
R-squared (against Standard Index)
90
86.78
Standard Deviation
20.40
20.06
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.64
N/A
10 Years
Statistic
VIEIX
Category
Alpha (against Standard Index)
5.35
6.25
Beta (against Standard Index)
1.15
1.05
Mean Annual Return
2.88
0.54
R-squared (against Standard Index)
70
72.80
Standard Deviation
22.14
19.97
Sharpe Ratio
0.11
N/A
Treynor Ratio
-0.08
N/A
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