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Tuesday, December 1, 2009, 7:40PM ET - U.S. Markets Closed.
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Vanguard Industrials Index Adm (VINAX)
On
Dec 1
:
26.55
0.41
(1.57%)
MORE ON VINAX
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Risk
As of 31-Oct-09
Get
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
Statistic
VINAX
Category
Alpha (against Standard Index)
2.36
2.00
Beta (against Standard Index)
1.26
1.28
Mean Annual Return
-8.06
-0.46
R-squared (against Standard Index)
90
81.01
Standard Deviation
25.92
27.90
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-8.30
N/A
5 Years
Statistic
VINAX
Category
Alpha (against Standard Index)
1.02
1.65
Beta (against Standard Index)
1.25
1.30
Mean Annual Return
0.02
0.24
R-squared (against Standard Index)
88
76.55
Standard Deviation
21.22
23.71
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.41
N/A
10 Years
Statistic
VINAX
Category
Alpha (against Standard Index)
N/A
6.20
Beta (against Standard Index)
N/A
1.09
Mean Annual Return
N/A
0.53
R-squared (against Standard Index)
N/A
68.60
Standard Deviation
N/A
21.30
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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