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Vantagepoint Low Duration Bond (VPIPX)
On
Dec 3
:
9.96
0.01
(0.10%)
MORE ON VPIPX
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Risk
As of 31-Oct-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
(2007)
:
5.24%
Worst 1 Yr Total Return
(2008)
:
-1.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VPIPX
Category
Alpha (against Standard Index)
0.30
-0.26
Beta (against Standard Index)
0.54
0.38
Mean Annual Return
4.80
0.30
R-squared (against Standard Index)
39
32.40
Standard Deviation
3.41
3.42
Sharpe Ratio
0.68
N/A
Treynor Ratio
4.46
N/A
5 Years
Statistic
VPIPX
Category
Alpha (against Standard Index)
-0.17
-0.58
Beta (against Standard Index)
0.49
0.40
Mean Annual Return
3.83
0.27
R-squared (against Standard Index)
41
36.30
Standard Deviation
2.72
2.80
Sharpe Ratio
0.29
N/A
Treynor Ratio
1.65
N/A
10 Years
Statistic
VPIPX
Category
Alpha (against Standard Index)
N/A
-0.21
Beta (against Standard Index)
N/A
0.44
Mean Annual Return
N/A
0.35
R-squared (against Standard Index)
N/A
45.80
Standard Deviation
N/A
2.67
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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