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Vanguard LifeStrategy Moderate Growth (VSMGX)On Dec 2: 17.99   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):13.31%
Worst 1 Yr Total Return (2008):-26.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVSMGXCategory
Alpha (against Standard Index)-2.46-2.88
Beta (against Standard Index)1.091.08
Mean Annual Return-2.23-0.13
R-squared (against Standard Index)9893.44
Standard Deviation14.5214.69
Sharpe Ratio-0.25N/A
Treynor Ratio-4.25N/A
5 Years
StatisticVSMGXCategory
Alpha (against Standard Index)-1.81-2.47
Beta (against Standard Index)1.091.06
Mean Annual Return2.860.23
R-squared (against Standard Index)9892.52
Standard Deviation11.8111.89
Sharpe Ratio0.05N/A
Treynor Ratio-0.16N/A
10 Years
StatisticVSMGXCategory
Alpha (against Standard Index)-1.98-2.17
Beta (against Standard Index)1.091.05
Mean Annual Return2.810.26
R-squared (against Standard Index)9786.72
Standard Deviation11.0011.31
Sharpe Ratio0.04N/A
Treynor Ratio-0.15N/A

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