Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Saturday, December 5, 2009, 7:49AM ET - U.S. Markets Closed.
Dow
0.22%
Nasdaq
0.98%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Vanguard Long-Term Investment-Grade Adm (VWETX)
On
Dec 4
:
9.00
0.05
(0.55%)
MORE ON VWETX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
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)
:
9.06%
Worst 1 Yr Total Return
(2008)
:
2.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VWETX
Category
Alpha (against Standard Index)
-7.52
-3.96
Beta (against Standard Index)
2.95
2.03
Mean Annual Return
5.55
0.52
R-squared (against Standard Index)
82
63.33
Standard Deviation
13.26
10.37
Sharpe Ratio
0.29
N/A
Treynor Ratio
1.06
N/A
5 Years
Statistic
VWETX
Category
Alpha (against Standard Index)
-2.90
-1.99
Beta (against Standard Index)
2.78
1.79
Mean Annual Return
5.20
0.38
R-squared (against Standard Index)
82
60.43
Standard Deviation
11.22
8.43
Sharpe Ratio
0.24
N/A
Treynor Ratio
0.78
N/A
10 Years
Statistic
VWETX
Category
Alpha (against Standard Index)
-3.08
-2.12
Beta (against Standard Index)
2.36
1.94
Mean Annual Return
7.34
0.60
R-squared (against Standard Index)
81
62.29
Standard Deviation
9.87
9.24
Sharpe Ratio
0.47
N/A
Treynor Ratio
1.85
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center