PicoDash

VANGUARD SMALL-CAP INDEX FUND ADMIRAL SHARES

Alpha 1 Year0.05 Alpha 10 Years0.03 Alpha 15 Years-0.20 Alpha 20 Years-0.31 Alpha 3 Years0.04 Alpha 5 Years0.04 Average Gain 1 Year6.70 Average Gain 10 Years4.00 Average Gain 15 Years4.18 Average Gain 20 Years4.13 Average Gain 3 Years5.94 Average Gain 5 Years5.23 Average Loss 1 Year-4.29 Average Loss 10 Years-4.64 Average Loss 15 Years-4.43 Average Loss 20 Years-4.65 Average Loss 3 Years-4.56 Average Loss 5 Years-5.17 Batting Average 1 Year66.67 Batting Average 10 Years60.83 Batting Average 15 Years56.11 Batting Average 20 Years53.75 Batting Average 3 Years63.89 Batting Average 5 Years61.67 Beta 1 Year1.00 Beta 10 Years1.00 Beta 15 Years1.01 Beta 20 Years1.01 Beta 3 Years1.00 Beta 5 Years1.00 Capture Ratio Down 1 Year99.89 Capture Ratio Down 10 Years99.95 Capture Ratio Down 15 Years101.03 Capture Ratio Down 20 Years101.66 Capture Ratio Down 3 Years99.87 Capture Ratio Down 5 Years99.90 Capture Ratio Up 1 Year100.01 Capture Ratio Up 10 Years100.06 Capture Ratio Up 15 Years100.02 Capture Ratio Up 20 Years100.31 Capture Ratio Up 3 Years100.01 Capture Ratio Up 5 Years100.04 Correlation 1 Year100.00 Correlation 10 Years100.00 Correlation 15 Years99.95 Correlation 20 Years99.92 Correlation 3 Years100.00 Correlation 5 Years100.00 High 1 Year112.23 Information Ratio 1 Year2.04 Information Ratio 10 Years1.12 Information Ratio 15 Years-0.39 Information Ratio 20 Years-0.37 Information Ratio 3 Years1.76 Information Ratio 5 Years1.79 Low 1 Year83.97 Maximum Loss 1 Year-14.40 Maximum Loss 10 Years-30.07 Maximum Loss 15 Years-30.07 Maximum Loss 20 Years-53.84 Maximum Loss 3 Years-24.45 Maximum Loss 5 Years-30.07 Performance Current Year10.05 Performance since Inception60,936.92 Risk adjusted Return 10 Years2.36 Risk adjusted Return 3 Years-6.74 Risk adjusted Return 5 Years0.45 Risk adjusted Return Since Inception-0.04 R-Squared (R²) 1 Year100.00 R-Squared (R²) 10 Years100.00 R-Squared (R²) 15 Years99.90 R-Squared (R²) 20 Years99.85 R-Squared (R²) 3 Years100.00 R-Squared (R²) 5 Years100.00 Sortino Ratio 1 Year1.42 Sortino Ratio 10 Years0.67 Sortino Ratio 15 Years1.06 Sortino Ratio 20 Years0.71 Sortino Ratio 3 Years0.02 Sortino Ratio 5 Years0.66 Tracking Error 1 Year0.02 Tracking Error 10 Years0.03 Tracking Error 15 Years0.57 Tracking Error 20 Years0.77 Tracking Error 3 Years0.02 Tracking Error 5 Years0.02 Trailing Performance 1 Month6.78 Trailing Performance 1 Week3.24 Trailing Performance 1 Year13.44 Trailing Performance 10 Years144.32 Trailing Performance 2 Years23.71 Trailing Performance 3 Months9.52 Trailing Performance 3 Years9.98 Trailing Performance 4 Years62.34 Trailing Performance 5 Years58.16 Trailing Performance 6 Months13.03 Trailing Return 1 Month6.78 Trailing Return 1 Year13.44 Trailing Return 10 Years9.34 Trailing Return 15 Years12.43 Trailing Return 2 Months5.35 Trailing Return 2 Years11.22 Trailing Return 20 Years9.83 Trailing Return 3 Months9.52 Trailing Return 3 Years3.22 Trailing Return 4 Years12.88 Trailing Return 5 Years9.60 Trailing Return 6 Months13.03 Trailing Return 6 Years8.24 Trailing Return 7 Years9.49 Trailing Return 8 Years10.13 Trailing Return 9 Months32.52 Trailing Return 9 Years9.23 Trailing Return Since Inception9.22 Trailing Return YTD - Year to Date10.05 Treynor Ratio 1 Year17.27 Treynor Ratio 10 Years7.19 Treynor Ratio 15 Years11.68 Treynor Ratio 20 Years7.77 Treynor Ratio 3 Years-1.84 Treynor Ratio 5 Years7.97

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Ellyn Dora

Update: 2024-06-28