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Wednesday, December 23, 2009, 3:46PM ET - U.S. Markets close in 14 mins.. Dow Down 0.01% Nasdaq Up 0.72%
Vanguard Information Technology Idx Adm (VITAX)On Dec 22: 27.81  Up 0.17 (0.62%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2007):14.93%
Worst 1 Yr Total Return (2008):-42.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVITAXCategory
Alpha (against Standard Index)7.066.38
Beta (against Standard Index)1.101.13
Mean Annual Return-0.370.14
R-squared (against Standard Index)8478.37
Standard Deviation23.8025.34
Sharpe Ratio0.01N/A
Treynor Ratio-2.40N/A
5 Years
StatisticVITAXCategory
Alpha (against Standard Index)3.103.18
Beta (against Standard Index)1.151.18
Mean Annual Return2.900.42
R-squared (against Standard Index)8073.49
Standard Deviation20.5022.16
Sharpe Ratio0.10N/A
Treynor Ratio-0.08N/A
10 Years
StatisticVITAXCategory
Alpha (against Standard Index)N/A0.36
Beta (against Standard Index)N/A1.54
Mean Annual ReturnN/A0.00
R-squared (against Standard Index)N/A58.28
Standard DeviationN/A32.85
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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