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Vanguard Information Technology Idx Adm (VITAX)
On
Dec 22
:
27.81
0.17
(0.62%)
MORE ON VITAX
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Analyst
Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
VITAX
Category
Alpha (against Standard Index)
7.06
6.38
Beta (against Standard Index)
1.10
1.13
Mean Annual Return
-0.37
0.14
R-squared (against Standard Index)
84
78.37
Standard Deviation
23.80
25.34
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.40
N/A
5 Years
Statistic
VITAX
Category
Alpha (against Standard Index)
3.10
3.18
Beta (against Standard Index)
1.15
1.18
Mean Annual Return
2.90
0.42
R-squared (against Standard Index)
80
73.49
Standard Deviation
20.50
22.16
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.08
N/A
10 Years
Statistic
VITAX
Category
Alpha (against Standard Index)
N/A
0.36
Beta (against Standard Index)
N/A
1.54
Mean Annual Return
N/A
0.00
R-squared (against Standard Index)
N/A
58.28
Standard Deviation
N/A
32.85
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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