Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 1, 2009, 7:40PM ET - U.S. Markets Closed. Dow Up 1.23% Nasdaq Up 1.46%
Vanguard Industrials Index Adm (VINAX)On Dec 1: 26.55  Up 0.41 (1.57%)  
MORE ON VINAX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):13.46%
Worst 1 Yr Total Return (2008):-40.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVINAXCategory
Alpha (against Standard Index)2.362.00
Beta (against Standard Index)1.261.28
Mean Annual Return-8.06-0.46
R-squared (against Standard Index)9081.01
Standard Deviation25.9227.90
Sharpe Ratio-0.29N/A
Treynor Ratio-8.30N/A
5 Years
StatisticVINAXCategory
Alpha (against Standard Index)1.021.65
Beta (against Standard Index)1.251.30
Mean Annual Return0.020.24
R-squared (against Standard Index)8876.55
Standard Deviation21.2223.71
Sharpe Ratio-0.03N/A
Treynor Ratio-2.41N/A
10 Years
StatisticVINAXCategory
Alpha (against Standard Index)N/A6.20
Beta (against Standard Index)N/A1.09
Mean Annual ReturnN/A0.53
R-squared (against Standard Index)N/A68.60
Standard DeviationN/A21.30
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center