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Vantagepoint Milestone 2010 (VPRQX)
On
Dec 1
:
9.76
0.05
(0.51%)
MORE ON VPRQX
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Research Reports
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)
:
8.95%
Worst 1 Yr Total Return
(2008)
:
-17.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VPRQX
Category
Alpha (against Standard Index)
-0.28
-1.52
Beta (against Standard Index)
0.71
0.94
Mean Annual Return
0.92
-0.01
R-squared (against Standard Index)
97
95.51
Standard Deviation
9.52
12.71
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-2.09
N/A
5 Years
Statistic
VPRQX
Category
Alpha (against Standard Index)
N/A
-1.86
Beta (against Standard Index)
N/A
0.87
Mean Annual Return
N/A
0.25
R-squared (against Standard Index)
N/A
94.56
Standard Deviation
N/A
9.57
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
VPRQX
Category
Alpha (against Standard Index)
N/A
-1.13
Beta (against Standard Index)
N/A
0.65
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
83.17
Standard Deviation
N/A
7.05
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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