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    Vanguard Information Technology Idx Adm (VITAX)

    54.51 Down 0.01(0.02%) Dec 24

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up8
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):61.72%
    Worst 1 Yr Total Return(Dec 30, 2008):-42.86%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVITAXCategory
    Alpha (against Standard Index)6.804.27
    Beta (against Standard Index)0.900.98
    Mean Annual Return1.651.53
    R-squared (against Standard Index)63.2454.76
    Standard Deviation11.9014.07
    Sharpe Ratio1.661.32
    Treynor Ratio23.0719.41
    5 Years
    StatisticVITAXCategory
    Alpha (against Standard Index)6.354.92
    Beta (against Standard Index)0.971.02
    Mean Annual Return1.391.31
    R-squared (against Standard Index)77.3272.30
    Standard Deviation15.9917.43
    Sharpe Ratio1.040.91
    Treynor Ratio17.0215.10
    10 Years
    StatisticVITAXCategory
    Alpha (against Standard Index)3.112.56
    Beta (against Standard Index)0.971.03
    Mean Annual Return0.900.89
    R-squared (against Standard Index)75.9672.61
    Standard Deviation18.3920.00
    Sharpe Ratio0.500.46
    Treynor Ratio8.237.42