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MTB US Government Bd A (VUGVX)
On
Dec 4
:
9.72
0.03
(0.31%)
MORE ON VUGVX
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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:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
7.55%
Worst 1 Yr Total Return
(2005)
:
1.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VUGVX
Category
Alpha (against Standard Index)
0.62
-1.72
Beta (against Standard Index)
0.73
1.02
Mean Annual Return
5.93
0.39
R-squared (against Standard Index)
72
59.27
Standard Deviation
3.48
5.93
Sharpe Ratio
0.97
N/A
Treynor Ratio
4.80
N/A
5 Years
Statistic
VUGVX
Category
Alpha (against Standard Index)
-0.12
-1.05
Beta (against Standard Index)
0.80
0.98
Mean Annual Return
4.53
0.33
R-squared (against Standard Index)
79
61.87
Standard Deviation
3.26
4.88
Sharpe Ratio
0.45
N/A
Treynor Ratio
1.88
N/A
10 Years
Statistic
VUGVX
Category
Alpha (against Standard Index)
-0.34
-0.65
Beta (against Standard Index)
0.88
0.96
Mean Annual Return
5.55
0.45
R-squared (against Standard Index)
87
71.12
Standard Deviation
3.57
4.47
Sharpe Ratio
0.71
N/A
Treynor Ratio
2.93
N/A
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