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Vanguard Ltd-Term Tx-Ex (VMLTX)
On
Dec 4
:
11.08
0.00
(0.00%)
MORE ON VMLTX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
4.32%
Worst 1 Yr Total Return
(2005)
:
1.11%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VMLTX
Category
Alpha (against Standard Index)
0.93
-0.01
Beta (against Standard Index)
0.37
0.35
Mean Annual Return
4.06
0.25
R-squared (against Standard Index)
77
65.69
Standard Deviation
2.47
2.57
Sharpe Ratio
0.63
N/A
Treynor Ratio
4.46
N/A
5 Years
Statistic
VMLTX
Category
Alpha (against Standard Index)
-0.22
-0.79
Beta (against Standard Index)
0.37
0.35
Mean Annual Return
3.24
0.22
R-squared (against Standard Index)
75
62.89
Standard Deviation
2.05
2.15
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.59
N/A
10 Years
Statistic
VMLTX
Category
Alpha (against Standard Index)
-0.18
-0.56
Beta (against Standard Index)
0.40
0.40
Mean Annual Return
3.89
0.29
R-squared (against Standard Index)
78
72.98
Standard Deviation
2.10
2.13
Sharpe Ratio
0.43
N/A
Treynor Ratio
2.28
N/A
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