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Vanguard Small Cap Value Index (VISVX)

On Dec 7: 12.89   0.01 (0.08%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 23.55% Worst 1 Yr Total Return (2008): -32.05% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic VISVX Category Alpha (against Standard Index) 2.24 1.78 Beta (against Standard Index) 1.27 1.18 Mean Annual Return -8.38 -0.41 R-squared (against Standard Index) 87 85.71 Standard Deviation 26.55 24.90 Sharpe Ratio -0.29 N/A Treynor Ratio -8.48 N/A 5 Years Statistic VISVX Category Alpha (against Standard Index) 2.11 1.92 Beta (against Standard Index) 1.29 1.20 Mean Annual Return 0.90 0.27 R-squared (against Standard Index) 86 82.80 Standard Deviation 22.02 21.07 Sharpe Ratio 0.02 N/A Treynor Ratio -1.65 N/A 10 Years Statistic VISVX Category Alpha (against Standard Index) 8.76 9.10 Beta (against Standard Index) 1.04 0.95 Mean Annual Return 7.14 0.80 R-squared (against Standard Index) 68 64.80 Standard Deviation 20.29 19.04 Sharpe Ratio 0.30 N/A Treynor Ratio 4.00 N/A
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