Vanguard Small Cap Value Index Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.78
Mean 1.43
Sharpe Ratio 1.08
Bear Market Decile Rank 43

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Value TR USD
R-Squared 92.21 98.79
Beta 1.24 0.99
Alpha -2.83 0.06

See Also:

Top Vanguard Funds