Ratings & Risk for Vanguard Value Index Instl (VIVIX)

Morningstar Category: Large Value
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Average
    		312
    5-Year Average Average
    		276
    10-Year Below Average Above Average
    		183
    Overall Average Above 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 20.81 -0.62 -0.47
    5-Year 16.96 0.15 -0.07
    10-Year 16.77 0.20 -0.03
    15-Year 16.17 0.70 0.30
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 98.15 1.15 -3.91
    3-Year 96.60 1.04 -1.71
    5-Year 95.82 1.04 0.25
    10-Year 89.79 0.98 1.98

    S&P 500 TR

    Trailing data as of 10/31/2009