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Vanguard Extended Market Index ETF (VXF)
At
1:23PM ET
:
42.6143
0.0943
(0.22%)
MORE ON VXF
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Risk
As of 30-Nov-09
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Risk
for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VXF
Category
Alpha (against Standard Index)
1.49
2.01
Beta (against Standard Index)
1.18
1.26
Mean Annual Return
-0.30
-0.30
R-squared (against Standard Index)
92.24
91.36
Standard Deviation
24.36
N/A
Sharpe Ratio
-0.24
-0.22
5 Years
Statistic
VXF
Category
Alpha (against Standard Index)
1.86
N/A
Beta (against Standard Index)
1.20
N/A
Mean Annual Return
0.31
N/A
R-squared (against Standard Index)
90.24
N/A
Standard Deviation
20.25
N/A
Sharpe Ratio
0.04
N/A
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