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    Vanguard Mid Cap Growth Inv (VMGRX)

    25.56 Up 0.02(0.08%) Feb 26

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up14
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2003):42.81%
    Worst 1 Yr Total Return(Dec 30, 2008):-39.59%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVMGRXCategory
    Alpha (against Standard Index)-1.93-2.96
    Beta (against Standard Index)1.071.06
    Mean Annual Return1.331.22
    R-squared (against Standard Index)79.0973.37
    Standard Deviation11.2411.54
    Sharpe Ratio1.411.27
    Treynor Ratio15.2414.17
    5 Years
    StatisticVMGRXCategory
    Alpha (against Standard Index)0.71-1.58
    Beta (against Standard Index)1.071.11
    Mean Annual Return1.431.30
    R-squared (against Standard Index)87.5284.08
    Standard Deviation14.8315.76
    Sharpe Ratio1.160.99
    Treynor Ratio16.1513.84
    10 Years
    StatisticVMGRXCategory
    Alpha (against Standard Index)1.980.50
    Beta (against Standard Index)1.061.10
    Mean Annual Return0.900.81
    R-squared (against Standard Index)86.1882.90
    Standard Deviation16.7617.86
    Sharpe Ratio0.560.46
    Treynor Ratio7.896.29