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Vanguard Interm-Term Tx-Ex Adm (VWIUX)
On
Dec 2
:
13.54
0.03
(0.22%)
MORE ON VWIUX
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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)
:
4.51%
Worst 1 Yr Total Return
(2008)
:
-0.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VWIUX
Category
Alpha (against Standard Index)
0.24
-0.48
Beta (against Standard Index)
0.89
0.85
Mean Annual Return
4.23
0.29
R-squared (against Standard Index)
96
90.10
Standard Deviation
5.42
5.40
Sharpe Ratio
0.34
N/A
Treynor Ratio
2.05
N/A
5 Years
Statistic
VWIUX
Category
Alpha (against Standard Index)
-0.25
-0.83
Beta (against Standard Index)
0.90
0.85
Mean Annual Return
3.79
0.27
R-squared (against Standard Index)
96
90.34
Standard Deviation
4.47
4.41
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.86
N/A
10 Years
Statistic
VWIUX
Category
Alpha (against Standard Index)
-0.37
-0.73
Beta (against Standard Index)
0.88
0.88
Mean Annual Return
4.96
0.38
R-squared (against Standard Index)
96
92.14
Standard Deviation
4.19
4.29
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.26
N/A
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