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    Vanguard Value Index Inv (VIVAX)

    32.74 Down 0.10(0.30%) Aug 3

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up18
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):32.85%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.97%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.04-1.03
    Beta (against Standard Index)0.980.98
    Mean Annual Return1.341.26
    R-squared (against Standard Index)92.9787.52
    Standard Deviation8.729.02
    Sharpe Ratio1.841.67
    Treynor Ratio17.1715.98
    5 Years
    Alpha (against Standard Index)-0.86-2.07
    Beta (against Standard Index)0.981.01
    Mean Annual Return1.311.24
    R-squared (against Standard Index)96.1492.72
    Standard Deviation12.0612.55
    Sharpe Ratio1.301.19
    Treynor Ratio16.2415.17
    10 Years
    Alpha (against Standard Index)-0.84-1.16
    Beta (against Standard Index)1.011.01
    Mean Annual Return0.670.63
    R-squared (against Standard Index)96.2893.23
    Standard Deviation15.2215.37
    Sharpe Ratio0.430.41
    Treynor Ratio5.585.32