VFIIX
Category: Fixed Income
MODERN PORTFOLIO THEORY STATISTICS
| Standard Deviation | Alpha | Beta | R-Squared | Sharpe Ratio | Treynor Ratio | |
|---|---|---|---|---|---|---|
| VFIIX | ||||||
| S&P 500 | ||||||
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| Standard Deviation gauges the variability of expected returns compared to returns over time. | Alpha measures the manager’s contributions to performance on security selection. | Beta measures a portfolio’s sensitivity to market trends. | R-Squared shows how market trends influence the fund’s performance. | Sharpe Ratio describes returns being the result of smart investments vs. risk factors. | Treynor Ratio is a risk-adjusted measure of return based on systematic risks. | |
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BEST AND WORST PERFORMANCE OVER 3 YEARS
| 1 Year (Ending 9/1982) |  40.72% |
| 3 Year (Ending 9/1984) | 72.86% |
| Recent Bullish Period | 2/28/09 - 9/30/09 |
| 1 Year (Ending 6/1981) |  7.26% |
| 3 Year (Ending 6/2006) | 7.19% |
| Recent Bearish Period | 10/31/07 - 2/28/09 |