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Monday, November 30, 2009, 7:05PM ET - U.S. Markets Closed. Dow Up 0.34% Nasdaq Up 0.29%
Vanguard Growth Index (VIGRX)On Nov 30: 26.51  Up 0.03 (0.11%)  
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Risk  As of 31-Oct-09Get 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):12.56%
Worst 1 Yr Total Return (2008):-38.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVIGRXCategory
Alpha (against Standard Index)2.892.45
Beta (against Standard Index)0.961.00
Mean Annual Return-3.98-0.24
R-squared (against Standard Index)9388.47
Standard Deviation19.4220.84
Sharpe Ratio-0.23N/A
Treynor Ratio-6.66N/A
5 Years
StatisticVIGRXCategory
Alpha (against Standard Index)0.950.94
Beta (against Standard Index)0.971.01
Mean Annual Return1.310.21
R-squared (against Standard Index)9386.37
Standard Deviation16.0517.46
Sharpe Ratio-0.02N/A
Treynor Ratio-1.76N/A
10 Years
StatisticVIGRXCategory
Alpha (against Standard Index)-1.310.18
Beta (against Standard Index)1.021.04
Mean Annual Return-2.490.04
R-squared (against Standard Index)9078.62
Standard Deviation17.3019.22
Sharpe Ratio-0.23N/A
Treynor Ratio-5.35N/A

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