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Vanguard Long-Term Tax-Exempt (VWLTX)
On
Dec 7
:
10.99
0.00
(0.00%)
MORE ON VWLTX
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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)
:
5.16%
Worst 1 Yr Total Return
(2008)
:
-4.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VWLTX
Category
Alpha (against Standard Index)
-0.93
-2.27
Beta (against Standard Index)
1.11
1.17
Mean Annual Return
3.38
0.19
R-squared (against Standard Index)
98
87.41
Standard Deviation
6.76
7.66
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.87
N/A
5 Years
Statistic
VWLTX
Category
Alpha (against Standard Index)
-0.66
-1.38
Beta (against Standard Index)
1.12
1.15
Mean Annual Return
3.59
0.25
R-squared (against Standard Index)
98
87.57
Standard Deviation
5.59
6.17
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.50
N/A
10 Years
Statistic
VWLTX
Category
Alpha (against Standard Index)
-0.54
-1.30
Beta (against Standard Index)
1.17
1.11
Mean Annual Return
5.53
0.39
R-squared (against Standard Index)
97
88.63
Standard Deviation
5.55
5.59
Sharpe Ratio
0.47
N/A
Treynor Ratio
2.18
N/A
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