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Vanguard Growth Index Signal (VIGSX)
On
Dec 24
:
25.56
0.14
(0.55%)
MORE ON VIGSX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-38.21%
Worst 1 Yr Total Return
(2008)
:
-38.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VIGSX
Category
Alpha (against Standard Index)
2.90
2.20
Beta (against Standard Index)
0.96
0.99
Mean Annual Return
-2.75
-0.14
R-squared (against Standard Index)
94
88.76
Standard Deviation
19.70
21.04
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-5.22
N/A
5 Years
Statistic
VIGSX
Category
Alpha (against Standard Index)
1.04
0.80
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
1.77
0.24
R-squared (against Standard Index)
93
86.59
Standard Deviation
16.18
17.50
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.26
N/A
10 Years
Statistic
VIGSX
Category
Alpha (against Standard Index)
-1.53
-0.13
Beta (against Standard Index)
1.02
1.04
Mean Annual Return
-2.31
0.05
R-squared (against Standard Index)
90
78.99
Standard Deviation
17.35
19.17
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.14
N/A
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