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Vanguard Long-Term US Treasury Adm (VUSUX)
On
Dec 4
:
11.31
0.12
(1.05%)
MORE ON VUSUX
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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)
:
22.69%
Worst 1 Yr Total Return
(2006)
:
1.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VUSUX
Category
Alpha (against Standard Index)
-4.07
-6.03
Beta (against Standard Index)
2.39
2.97
Mean Annual Return
7.04
0.65
R-squared (against Standard Index)
63
64.75
Standard Deviation
12.36
15.60
Sharpe Ratio
0.42
N/A
Treynor Ratio
1.93
N/A
5 Years
Statistic
VUSUX
Category
Alpha (against Standard Index)
-1.39
-2.80
Beta (against Standard Index)
2.35
2.96
Mean Annual Return
5.98
0.51
R-squared (against Standard Index)
68
69.15
Standard Deviation
10.52
13.45
Sharpe Ratio
0.32
N/A
Treynor Ratio
1.25
N/A
10 Years
Statistic
VUSUX
Category
Alpha (against Standard Index)
-2.42
-3.52
Beta (against Standard Index)
2.28
2.70
Mean Annual Return
7.74
0.69
R-squared (against Standard Index)
77
78.40
Standard Deviation
9.86
11.69
Sharpe Ratio
0.51
N/A
Treynor Ratio
2.10
N/A
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