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Saturday, December 5, 2009, 11:03AM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Vanguard Long-Term US Treasury Adm (VUSUX)On Dec 4: 11.31  Down 0.12 (1.05%)  
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Risk  As of 31-Oct-09Get 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
StatisticVUSUXCategory
Alpha (against Standard Index)-4.07-6.03
Beta (against Standard Index)2.392.97
Mean Annual Return7.040.65
R-squared (against Standard Index)6364.75
Standard Deviation12.3615.60
Sharpe Ratio0.42N/A
Treynor Ratio1.93N/A
5 Years
StatisticVUSUXCategory
Alpha (against Standard Index)-1.39-2.80
Beta (against Standard Index)2.352.96
Mean Annual Return5.980.51
R-squared (against Standard Index)6869.15
Standard Deviation10.5213.45
Sharpe Ratio0.32N/A
Treynor Ratio1.25N/A
10 Years
StatisticVUSUXCategory
Alpha (against Standard Index)-2.42-3.52
Beta (against Standard Index)2.282.70
Mean Annual Return7.740.69
R-squared (against Standard Index)7778.40
Standard Deviation9.8611.69
Sharpe Ratio0.51N/A
Treynor Ratio2.10N/A

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