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
-3.75-0.06
-3.03-0.04
-2.3-0.04
Beta
1.170.01
1.120.01
1.190.01
Mean Annual Return
0.960.01
0.810.01
1.190.01
R-squared
83.150.72
81.280.69
84.220.77
Standard Deviation
15.480.17
14.860.16
16.30.17
Sharpe Ratio
0.650
0.590
0.840.01
Treynor Ratio
8.020.06
7.160.06
11.10.1