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    Vanguard High-Yield Corporate Inv (VWEHX)

    5.69 Up 0.01(0.18%) May 26

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up32
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):39.09%
    Worst 1 Yr Total Return(Dec 30, 2008):-21.29%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVWEHXCategory
    Alpha (against Standard Index)1.400.26
    Beta (against Standard Index)0.740.57
    Mean Annual Return0.260.13
    R-squared (against Standard Index)17.909.90
    Standard Deviation5.185.76
    Sharpe Ratio0.590.32
    Treynor Ratio4.021.88
    5 Years
    StatisticVWEHXCategory
    Alpha (against Standard Index)3.602.99
    Beta (against Standard Index)0.570.35
    Mean Annual Return0.470.36
    R-squared (against Standard Index)7.652.78
    Standard Deviation5.656.53
    Sharpe Ratio0.990.68
    Treynor Ratio9.788.32
    10 Years
    StatisticVWEHXCategory
    Alpha (against Standard Index)1.832.47
    Beta (against Standard Index)0.970.68
    Mean Annual Return0.550.51
    R-squared (against Standard Index)11.215.39
    Standard Deviation9.229.75
    Sharpe Ratio0.600.53
    Treynor Ratio5.507.28