Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Saturday, December 5, 2009, 7:22PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Vanguard Ltd-Term Tx-Ex (VMLTX)On Dec 4: 11.08   0.00 (0.00%)  
MORE ON VMLTX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get 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
StatisticVMLTXCategory
Alpha (against Standard Index)0.93-0.01
Beta (against Standard Index)0.370.35
Mean Annual Return4.060.25
R-squared (against Standard Index)7765.69
Standard Deviation2.472.57
Sharpe Ratio0.63N/A
Treynor Ratio4.46N/A
5 Years
StatisticVMLTXCategory
Alpha (against Standard Index)-0.22-0.79
Beta (against Standard Index)0.370.35
Mean Annual Return3.240.22
R-squared (against Standard Index)7562.89
Standard Deviation2.052.15
Sharpe Ratio0.11N/A
Treynor Ratio0.59N/A
10 Years
StatisticVMLTXCategory
Alpha (against Standard Index)-0.18-0.56
Beta (against Standard Index)0.400.40
Mean Annual Return3.890.29
R-squared (against Standard Index)7872.98
Standard Deviation2.102.13
Sharpe Ratio0.43N/A
Treynor Ratio2.28N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center