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Vanguard Inflation-Protected Secs (VIPSX)
On
Nov 27
:
13.03
0.02
(0.15%)
MORE ON VIPSX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
11.59%
Worst 1 Yr Total Return
(2008)
:
-2.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VIPSX
Category
Alpha (against Standard Index)
-2.43
-3.48
Beta (against Standard Index)
1.56
1.59
Mean Annual Return
5.72
0.42
R-squared (against Standard Index)
52
53.57
Standard Deviation
8.83
9.06
Sharpe Ratio
0.40
N/A
Treynor Ratio
2.12
N/A
5 Years
Statistic
VIPSX
Category
Alpha (against Standard Index)
-1.16
-1.60
Beta (against Standard Index)
1.44
1.49
Mean Annual Return
4.57
0.37
R-squared (against Standard Index)
54
56.03
Standard Deviation
7.23
7.37
Sharpe Ratio
0.24
N/A
Treynor Ratio
1.07
N/A
10 Years
Statistic
VIPSX
Category
Alpha (against Standard Index)
N/A
-0.85
Beta (against Standard Index)
N/A
1.33
Mean Annual Return
N/A
0.54
R-squared (against Standard Index)
N/A
56.76
Standard Deviation
N/A
6.74
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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