NAESX - Vanguard Small Capitalization Index Fund Investor Shares

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★
Number of Years Up32
Number of Years Down13
Best 1 Yr Total Return (Feb 3, 2019)37.62%
Worst 1 Yr Total Return (Feb 3, 2019)-36.07%

Risk Statistics

3 Years
NAESXCategory Average
5 Years
NAESXCategory Average
10 Years
NAESXCategory Average
Alpha
-5.78-0.07
-2.98-0.05
-2.12-0.03
Beta
1.140.01
1.110.01
1.190.01
Mean Annual Return
0.90.01
0.780.01
1.150.01
R-squared
85.360.72
82.150.7
85.010.77
Standard Deviation
14.920.17
14.630.16
16.090.17
Sharpe Ratio
0.610.01
0.560
0.820.01
Treynor Ratio
7.340.07
6.730.05
10.640.09