NAESX - Vanguard Small Cap Index Inv

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up32
Number of Years Down12
Best 1 Yr Total Return (Dec 30, 2017)45.63%
Worst 1 Yr Total Return (Dec 30, 2017)-36.07%

Risk Statistics

3 Years
NAESXCategory Average
5 Years
NAESXCategory Average
10 Years
NAESXCategory Average
Alpha
-1.91-0.02
-2.66-0.04
-0.2-0.01
Beta
1.050.01
1.110.01
1.220.01
Mean Annual Return
0.840.01
1.180.01
0.920.01
R-squared
75.190.58
74.930.61
87.90.81
Standard Deviation
12.220.14
12.170.13
19.580.2
Sharpe Ratio
0.780.01
1.140.01
0.550
Treynor Ratio
8.780.08
12.620.12
7.560.07