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Vanguard Value Index (VIVAX)

On Feb 9: 18.03   0.22 (1.24%)

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Risk  As of 31-Jan-10 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 22.15% Worst 1 Yr Total Return (2008): -35.97% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic VIVAX Category Alpha (against Standard Index) -1.98 -1.25 Beta (against Standard Index) 1.04 1.01 Mean Annual Return -9.53 -0.57 R-squared (against Standard Index) 96 94.65 Standard Deviation 21.06 20.74 Sharpe Ratio -0.46 N/A Treynor Ratio -11.10 N/A 5 Years Statistic VIVAX Category Alpha (against Standard Index) -0.03 -0.23 Beta (against Standard Index) 1.03 1.01 Mean Annual Return -0.05 0.11 R-squared (against Standard Index) 95 93.42 Standard Deviation 16.99 16.80 Sharpe Ratio -0.09 N/A Treynor Ratio -2.87 N/A 10 Years Statistic VIVAX Category Alpha (against Standard Index) 2.21 3.13 Beta (against Standard Index) 0.99 0.89 Mean Annual Return 1.30 0.32 R-squared (against Standard Index) 90 82.22 Standard Deviation 16.82 15.87 Sharpe Ratio 0.00 N/A Treynor Ratio -1.54 N/A
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