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Vanguard Information Technology Idx Adm (VITAX)

52.06 Up 0.13(0.25%) Sep 2

Risk as of Jul 30, 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)6.923.31
Beta (against Standard Index)0.870.98
Mean Annual Return1.371.17
R-squared (against Standard Index)74.0068.36
Standard Deviation14.4316.96
Sharpe Ratio1.140.84
Treynor Ratio18.9813.84
5 Years
StatisticVITAXCategory
Alpha (against Standard Index)4.823.36
Beta (against Standard Index)0.971.02
Mean Annual Return1.411.35
R-squared (against Standard Index)78.3072.42
Standard Deviation16.0317.72
Sharpe Ratio1.050.92
Treynor Ratio17.3415.45
10 Years
StatisticVITAXCategory
Alpha (against Standard Index)2.072.25
Beta (against Standard Index)0.971.03
Mean Annual Return0.890.94
R-squared (against Standard Index)75.4872.15
Standard Deviation18.5220.11
Sharpe Ratio0.490.49
Treynor Ratio7.988.02