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Vanguard Growth Index Adm (VIGAX)
On
Dec 2
:
26.89
0.02
(0.07%)
MORE ON VIGAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
12.70%
Worst 1 Yr Total Return
(2008)
:
-38.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VIGAX
Category
Alpha (against Standard Index)
3.01
2.45
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
-3.88
-0.24
R-squared (against Standard Index)
94
88.47
Standard Deviation
19.44
20.84
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-6.53
N/A
5 Years
Statistic
VIGAX
Category
Alpha (against Standard Index)
1.07
0.94
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
1.43
0.21
R-squared (against Standard Index)
93
86.37
Standard Deviation
16.06
17.46
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.64
N/A
10 Years
Statistic
VIGAX
Category
Alpha (against Standard Index)
-1.22
0.18
Beta (against Standard Index)
1.02
1.04
Mean Annual Return
-2.40
0.04
R-squared (against Standard Index)
90
78.62
Standard Deviation
17.30
19.22
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-5.26
N/A
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