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Vanguard Interm-Term Tx-Ex (VWITX)
On
Dec 7
:
13.55
0.01
(0.07%)
MORE ON VWITX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.43%
Worst 1 Yr Total Return
(2008)
:
-0.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VWITX
Category
Alpha (against Standard Index)
0.16
-0.48
Beta (against Standard Index)
0.89
0.85
Mean Annual Return
4.15
0.29
R-squared (against Standard Index)
96
90.10
Standard Deviation
5.42
5.40
Sharpe Ratio
0.33
N/A
Treynor Ratio
1.96
N/A
5 Years
Statistic
VWITX
Category
Alpha (against Standard Index)
-0.32
-0.83
Beta (against Standard Index)
0.90
0.85
Mean Annual Return
3.71
0.27
R-squared (against Standard Index)
96
90.34
Standard Deviation
4.47
4.41
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.77
N/A
10 Years
Statistic
VWITX
Category
Alpha (against Standard Index)
-0.43
-0.73
Beta (against Standard Index)
0.88
0.88
Mean Annual Return
4.90
0.38
R-squared (against Standard Index)
96
92.14
Standard Deviation
4.19
4.29
Sharpe Ratio
0.46
N/A
Treynor Ratio
2.19
N/A
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