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Vanguard Mid Cap Index Inv (VIMSX)

32.66 Up 0.13(0.40%) Aug 20

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up11
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2009):40.22%
Worst 1 Yr Total Return(Dec 30, 2008):-41.82%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVIMSXCategory
Alpha (against Standard Index)-3.44-5.02
Beta (against Standard Index)1.161.19
Mean Annual Return1.301.21
R-squared (against Standard Index)93.5887.54
Standard Deviation14.6515.53
Sharpe Ratio1.060.95
Treynor Ratio13.3412.16
5 Years
StatisticVIMSXCategory
Alpha (against Standard Index)0.25-1.67
Beta (against Standard Index)1.121.14
Mean Annual Return1.571.42
R-squared (against Standard Index)91.9886.42
Standard Deviation15.4616.08
Sharpe Ratio1.211.07
Treynor Ratio16.9015.14
10 Years
StatisticVIMSXCategory
Alpha (against Standard Index)1.620.35
Beta (against Standard Index)1.161.15
Mean Annual Return0.960.85
R-squared (against Standard Index)91.7485.97
Standard Deviation17.7018.16
Sharpe Ratio0.560.48
Treynor Ratio7.646.38