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Vantagepoint Milestone 2035 (VPRLX)
On
Dec 1
:
9.22
0.11
(1.21%)
MORE ON VPRLX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.00%
Worst 1 Yr Total Return
(2008)
:
-34.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VPRLX
Category
Alpha (against Standard Index)
-3.74
-4.35
Beta (against Standard Index)
1.41
1.51
Mean Annual Return
-4.49
-0.29
R-squared (against Standard Index)
97
97.06
Standard Deviation
18.76
20.20
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-4.91
N/A
5 Years
Statistic
VPRLX
Category
Alpha (against Standard Index)
N/A
-2.97
Beta (against Standard Index)
N/A
1.41
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
97.00
Standard Deviation
N/A
15.43
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
VPRLX
Category
Alpha (against Standard Index)
N/A
N/A
Beta (against Standard Index)
N/A
N/A
Mean Annual Return
N/A
N/A
R-squared (against Standard Index)
N/A
N/A
Standard Deviation
N/A
N/A
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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