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Vantagepoint Overseas Equity Index I (VPOIX)
On
Dec 1
:
10.74
0.30
(2.87%)
MORE ON VPOIX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
25.35%
Worst 1 Yr Total Return
(2008)
:
-42.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VPOIX
Category
Alpha (against Standard Index)
-0.54
-0.52
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
-5.89
-0.25
R-squared (against Standard Index)
98
96.20
Standard Deviation
24.51
24.79
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-8.21
N/A
5 Years
Statistic
VPOIX
Category
Alpha (against Standard Index)
-0.77
-0.43
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
4.26
0.55
R-squared (against Standard Index)
98
95.85
Standard Deviation
20.21
20.52
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.23
N/A
10 Years
Statistic
VPOIX
Category
Alpha (against Standard Index)
-0.65
-0.03
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
1.35
0.31
R-squared (against Standard Index)
98
92.22
Standard Deviation
18.23
19.09
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.61
N/A
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