Alpha Search
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![]() | (alpha) | = | (0.02) | ![]() | (beta) | = | (0.27) | 30 days against S&P 500 |
| Risk Adjusted Performance (0.26) | Jensen Alpha (0.03) | Total Risk Alpha (0.25) | Sortino Ratio (1.20) | Treynor Ratio 0.4357 |
Vanguard Fundamentals
| Vanguard Market Performance
Over the last 30 days Vanguard InflationProtected Secs Inv has generated negative risk-adjusted returns adding no value to investors with long positions. |
Vanguard Return and Market MediaThe median price of Vanguard for the period between Sat, Apr 20, 2013 and Mon, May 20, 2013 is 14.42 with a coefficient of variation of 0.87. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 14.42, and mean deviation of 0.11. The Fund did not receive any noticable media coverage during the period.
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