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Vanguard Short-Term Tx-Ex Adm (VWSUX)

15.84 Up 0.01(0.06%) Jun 24

Risk as of May 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up14
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2007):4.27%
Worst 1 Yr Total Return(Dec 30, 2015):0.53%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVWSUXCategory
Alpha (against Standard Index)0.23-0.39
Beta (against Standard Index)0.090.31
Mean Annual Return0.050.07
R-squared (against Standard Index)45.1562.94
Standard Deviation0.421.23
Sharpe Ratio1.360.72
Treynor Ratio6.673.22
5 Years
StatisticVWSUXCategory
Alpha (against Standard Index)0.30-0.24
Beta (against Standard Index)0.090.33
Mean Annual Return0.070.12
R-squared (against Standard Index)52.8162.44
Standard Deviation0.401.31
Sharpe Ratio1.861.16
Treynor Ratio8.405.24
10 Years
StatisticVWSUXCategory
Alpha (against Standard Index)0.45-0.20
Beta (against Standard Index)0.120.40
Mean Annual Return0.160.20
R-squared (against Standard Index)52.1266.74
Standard Deviation0.782.10
Sharpe Ratio1.240.75
Treynor Ratio7.644.80