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Friday, December 4, 2009, 5:25PM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

Vanguard Long-Term US Treasury (VUSTX)

On Dec 3: 11.43   0.10 (0.87%)

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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): 22.52% Worst 1 Yr Total Return (2006): 1.74% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic VUSTX Category Alpha (against Standard Index) -4.22 -6.03 Beta (against Standard Index) 2.39 2.97 Mean Annual Return 6.89 0.65 R-squared (against Standard Index) 63 64.75 Standard Deviation 12.36 15.60 Sharpe Ratio 0.41 N/A Treynor Ratio 1.87 N/A 5 Years Statistic VUSTX Category Alpha (against Standard Index) -1.53 -2.80 Beta (against Standard Index) 2.35 2.96 Mean Annual Return 5.82 0.51 R-squared (against Standard Index) 68 69.15 Standard Deviation 10.52 13.45 Sharpe Ratio 0.31 N/A Treynor Ratio 1.19 N/A 10 Years Statistic VUSTX Category Alpha (against Standard Index) -2.54 -3.52 Beta (against Standard Index) 2.28 2.70 Mean Annual Return 7.61 0.69 R-squared (against Standard Index) 77 78.40 Standard Deviation 9.86 11.69 Sharpe Ratio 0.50 N/A Treynor Ratio 2.04 N/A
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