Ratings & Risk for Vanguard Value Index (VIVAX)

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 -0.63 -0.48
    5-Year 16.96 0.14 -0.08
    10-Year 16.78 0.19 -0.04
    15-Year 16.17 0.70 0.29
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 98.17 1.15 -4.09
    3-Year 96.62 1.04 -1.86
    5-Year 95.84 1.04 0.12
    10-Year 89.82 0.98 1.85

    S&P 500 TR

    Trailing data as of 10/31/2009