Alpha and Beta Analysis
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![]() | (alpha) | = | 0.0076 | ![]() | (beta) | = | 0.96 | 30 days against S&P 500 |
| Risk Adjusted Performance 0.1991 | Jensen Alpha 0.0069 | Total Risk Alpha 0.0048 | Sortino Ratio (0.0009) | Treynor Ratio 0.1913 |
Vanguard Fundamentals
| Vanguard Market Performance
82% of all equities and portfolios perform better than Vanguard Windsor II Inv. Compared with the overall equity markets, risk-adjusted returns on investments in Vanguard Windsor II Inv are ranked lower than 18 (%) of all global equities and portfolios over the last 30 days. |
Vanguard Return and Market MediaThe median price of Vanguard for the period between Thu, Apr 25, 2013 and Sat, May 25, 2013 is 33.71 with a coefficient of variation of 1.83. The daily time series for the period is distributed with a sample standard deviation of 0.62, arithmetic mean of 33.76, and mean deviation of 0.53. The Fund did not receive any noticable media coverage during the period.
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