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Monday, December 7, 2009, 8:58PM ET - U.S. Markets Closed. Dow  0.01% Nasdaq  0.22%

Vanguard Long-Term Investment-Grade (VWESX)

On Dec 7: 9.02   0.02 (0.22%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 5 Number of Years Down: 0 Best 1 Yr Total Return (2004): 8.94% Worst 1 Yr Total Return (2008): 2.29% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic VWESX Category Alpha (against Standard Index) -7.62 -3.96 Beta (against Standard Index) 2.95 2.03 Mean Annual Return 5.43 0.52 R-squared (against Standard Index) 82 63.33 Standard Deviation 13.26 10.37 Sharpe Ratio 0.28 N/A Treynor Ratio 1.02 N/A 5 Years Statistic VWESX Category Alpha (against Standard Index) -3.02 -1.99 Beta (against Standard Index) 2.78 1.79 Mean Annual Return 5.07 0.38 R-squared (against Standard Index) 82 60.43 Standard Deviation 11.22 8.43 Sharpe Ratio 0.23 N/A Treynor Ratio 0.74 N/A 10 Years Statistic VWESX Category Alpha (against Standard Index) -3.17 -2.12 Beta (against Standard Index) 2.36 1.94 Mean Annual Return 7.24 0.60 R-squared (against Standard Index) 81 62.29 Standard Deviation 9.87 9.24 Sharpe Ratio 0.46 N/A Treynor Ratio 1.81 N/A
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