Ratings & Risk for Vanguard Wellington (VWELX)

Morningstar Category: Moderate Allocation
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Average
    		264
    5-Year High Average
    		233
    10-Year High Below Average
    		180
    Overall High 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 13.40 0.10 -0.09
    5-Year 10.89 0.45 0.22
    10-Year 10.24 0.51 0.31
    15-Year 10.13 0.79 0.57
    20-Year 9.96 0.78 0.54
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 97.90 0.99 1.08
    3-Year 98.16 1.01 -0.18
    5-Year 97.59 1.00 0.24
    10-Year 84.80 0.95 1.05

    Morningstar Moderate Target Risk

    Trailing data as of 10/31/2009