Ratings & Risk for Vanguard Convertible Securities (VCVSX)

Morningstar Category: Convertibles
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Average
    		18
    5-Year Above Average Average
    		17
    10-Year Above Average Average
    		15
    Overall Above Average Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 16.91 0.21 0.01
    5-Year 13.94 0.50 0.22
    10-Year 14.17 0.59 0.29
    15-Year 13.26 0.71 0.36
    20-Year 12.79 0.75 0.39
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 70.20 0.76 17.17
    3-Year 81.51 1.16 1.32
    5-Year 80.32 1.16 0.52
    10-Year 66.71 1.16 1.52

    Morningstar Moderate Target Risk

    Trailing data as of 10/31/2009