Vanguard Small Cap Value Index Fund

Scorecard
4 / 5 Stars
Lipper
4 5 3 5 5
Zacks Investment Research
2 (Buy)
Standard & Poor's
5 / 5 Stars
TheStreet.com
B (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.88
Mean 1.24
Sharpe Ratio 0.93
Bear Market Decile Rank 43

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 92.92 98.89
Beta 1.23 0.97
Alpha -2.59 0.43

See Also:

Top Vanguard Funds