|α||(average alpha)||=||0.03||β||(beta)||=||0.95||30 days against GSPC|
|Risk Adjusted Performance 0.1079||Jensen Alpha 0.0279||Total Risk Alpha 0.0257||Sortino Ratio 0.0495||Treynor Ratio 0.1011|
Vanguard Market Performance
90% 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 10 (%) of all global equities and portfolios over the last 30 days. More Info
Vanguard Return and Market Media
The median price of Vanguard for the period between Tue, Nov 5, 2013 and Thu, Dec 5, 2013 is 37.06 with a coefficient of variation of 1.0. The daily time series for the period is distributed with a sample standard deviation of 0.37, arithmetic mean of 36.93, and mean deviation of 0.31. The Fund did not receive any noticable media coverage during the period.