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Vanguard Short-Term Tx-Ex Adm (VWSUX)

15.87 0.00(0.00%) Aug 20

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up12
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2007):4.27%
Worst 1 Yr Total Return(Dec 30, 2013):0.56%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)0.390.00
Beta (against Standard Index)0.090.29
Mean Annual Return0.070.13
R-squared (against Standard Index)66.0366.58
Standard Deviation0.421.32
Sharpe Ratio1.961.23
Treynor Ratio9.466.58
5 Years
Alpha (against Standard Index)0.560.33
Beta (against Standard Index)0.100.29
Mean Annual Return0.100.17
R-squared (against Standard Index)64.7767.57
Standard Deviation0.501.43
Sharpe Ratio2.141.48
Treynor Ratio11.318.45
10 Years
Alpha (against Standard Index)0.17-0.31
Beta (against Standard Index)0.130.34
Mean Annual Return0.180.20
R-squared (against Standard Index)51.9263.79
Standard Deviation0.781.83
Sharpe Ratio0.730.47
Treynor Ratio4.602.86