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Vanguard Value Index (VIVAX)

On Jan 6: 19.05   0.05 (0.26%)

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Risk  As of 30-Nov-09 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) -1.97 -1.37 Beta (against Standard Index) 1.04 1.02 Mean Annual Return -8.13 -0.45 R-squared (against Standard Index) 96 94.58 Standard Deviation 21.10 20.79 Sharpe Ratio -0.40 N/A Treynor Ratio -9.96 N/A 5 Years Statistic VIVAX Category Alpha (against Standard Index) -0.02 -0.29 Beta (against Standard Index) 1.04 1.01 Mean Annual Return 0.49 0.14 R-squared (against Standard Index) 95 93.49 Standard Deviation 17.04 16.81 Sharpe Ratio -0.06 N/A Treynor Ratio -2.41 N/A 10 Years Statistic VIVAX Category Alpha (against Standard Index) 2.12 2.74 Beta (against Standard Index) 0.99 0.88 Mean Annual Return 1.48 0.31 R-squared (against Standard Index) 90 81.33 Standard Deviation 16.87 15.97 Sharpe Ratio 0.00 N/A Treynor Ratio -1.47 N/A
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