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Monday, December 7, 2009, 7:28PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Down 0.22%
Vanguard Mid Capitalization Index (VIMSX)On Dec 7: 15.89  Down 0.02 (0.13%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):20.35%
Worst 1 Yr Total Return (2008):-41.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVIMSXCategory
Alpha (against Standard Index)2.342.78
Beta (against Standard Index)1.181.14
Mean Annual Return-7.02-0.31
R-squared (against Standard Index)9288.48
Standard Deviation23.8723.83
Sharpe Ratio-0.28N/A
Treynor Ratio-8.02N/A
5 Years
StatisticVIMSXCategory
Alpha (against Standard Index)2.942.11
Beta (against Standard Index)1.201.17
Mean Annual Return2.300.29
R-squared (against Standard Index)9186.78
Standard Deviation19.8920.06
Sharpe Ratio0.07N/A
Treynor Ratio-0.60N/A
10 Years
StatisticVIMSXCategory
Alpha (against Standard Index)7.596.25
Beta (against Standard Index)1.061.05
Mean Annual Return6.150.54
R-squared (against Standard Index)8372.80
Standard Deviation18.8319.97
Sharpe Ratio0.26N/A
Treynor Ratio2.99N/A

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