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Vantagepoint Growth & Income (VPGIX)
On
Jan 6
:
8.63
0.01
(0.12%)
MORE ON VPGIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.28%
Worst 1 Yr Total Return
(2008)
:
-38.16%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VPGIX
Category
Alpha (against Standard Index)
1.31
0.06
Beta (against Standard Index)
1.01
1.00
Mean Annual Return
-4.63
-0.33
R-squared (against Standard Index)
98
95.82
Standard Deviation
20.18
20.42
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-6.85
N/A
5 Years
Statistic
VPGIX
Category
Alpha (against Standard Index)
0.59
0.04
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
1.27
0.17
R-squared (against Standard Index)
98
95.19
Standard Deviation
16.32
16.64
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.71
N/A
10 Years
Statistic
VPGIX
Category
Alpha (against Standard Index)
2.52
0.81
Beta (against Standard Index)
0.98
0.96
Mean Annual Return
2.01
0.14
R-squared (against Standard Index)
95
91.13
Standard Deviation
16.24
16.39
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.94
N/A
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