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
-3.54-0.05
-3.44-0.05
-2.32-0.03
Beta
1.20.01
1.140.01
1.190.01
Mean Annual Return
1.130.01
0.810.01
1.30.01
R-squared
80.790.68
78.430.66
83.740.76
Standard Deviation
14.480.16
14.490.15
16.210.17
Sharpe Ratio
0.850.01
0.610
0.930.01
Treynor Ratio
9.990.08
7.210.06
12.420.11