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Vanguard Global Capital Cycles Investor (VGPMX)

13.05 +0.06 (+0.46%)
At close: 8:01 PM EDT

Fund Summary

The fund invests in U.S. and foreign equity securities. It seeks to generate above average compounded returns by purchasing securities in companies and industries where capital spending is declining, and seeks to avoid companies, assets, and business models that can be easily replicated. The fund typically invests across a range of sectors, a mix of developed and emerging markets stocks, and typically holds companies across the market capitalization spectrum. It is non-diversified.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 76.46%
Worst 1Y Total Return --
Number of Years Up 22
Number of Years Down 17

Performance & Risk

YTD Return 6.69%
5y Average Return 13.89%
Rank in Category (ytd) 78
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.82
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
VGPMXCategory AverageVGPMXCategory AverageVGPMXCategory Average
Alpha 4.82 -0.05 3.31 -0.04 -2.38 -0.01
BETA 0.82 0.01 0.95 0.01 0.93 0.01
Mean Annual Return 1 0.01 1.23 0.01 0.54 0.01
R-squared 61.17 0.9 74.71 0.88 30.3 0.87
Standard Deviation 17.34 0.2 19.42 0.16 24.94 0.15
Sharpe Ratio 0.52 0 0.65 0.01 0.2 0.01
Treynor Ratio 9.84 0.08 12.17 0.09 2.21 0.08

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