Vanguard Small Cap Value Index Fund

Scorecard
4 / 5 Stars
Lipper
5 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 15.89
Mean 1.25
Sharpe Ratio 0.94
Bear Market Decile Rank 42

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 92.91 98.9
Beta 1.23 0.97
Alpha -2.43 0.58

See Also:

Top Vanguard Funds