VANGUARD STRATEGIC EQUITY FUND INVESTOR SHARES
Publish date: 2024-07-31
Alpha 1 Year | 4.37 |
Alpha 10 Years | 0.31 |
Alpha 15 Years | 0.43 |
Alpha 20 Years | -0.37 |
Alpha 3 Years | 4.31 |
Alpha 5 Years | 1.83 |
Average Gain 1 Year | 6.83 |
Average Gain 10 Years | 4.08 |
Average Gain 15 Years | 4.19 |
Average Gain 20 Years | 4.16 |
Average Gain 3 Years | 6.01 |
Average Gain 5 Years | 5.16 |
Average Loss 1 Year | -3.72 |
Average Loss 10 Years | -4.35 |
Average Loss 15 Years | -4.18 |
Average Loss 20 Years | -4.39 |
Average Loss 3 Years | -4.40 |
Average Loss 5 Years | -5.32 |
Batting Average 1 Year | 58.33 |
Batting Average 10 Years | 50.83 |
Batting Average 15 Years | 53.33 |
Batting Average 20 Years | 49.17 |
Batting Average 3 Years | 69.44 |
Batting Average 5 Years | 61.67 |
Beta 1 Year | 1.00 |
Beta 10 Years | 1.02 |
Beta 15 Years | 1.02 |
Beta 20 Years | 1.02 |
Beta 3 Years | 1.02 |
Beta 5 Years | 1.02 |
Capture Ratio Down 1 Year | 92.43 |
Capture Ratio Down 10 Years | 102.23 |
Capture Ratio Down 15 Years | 101.23 |
Capture Ratio Down 20 Years | 103.65 |
Capture Ratio Down 3 Years | 94.34 |
Capture Ratio Down 5 Years | 99.67 |
Capture Ratio Up 1 Year | 106.89 |
Capture Ratio Up 10 Years | 103.25 |
Capture Ratio Up 15 Years | 103.08 |
Capture Ratio Up 20 Years | 101.75 |
Capture Ratio Up 3 Years | 109.53 |
Capture Ratio Up 5 Years | 105.96 |
Correlation 1 Year | 99.35 |
Correlation 10 Years | 98.76 |
Correlation 15 Years | 98.87 |
Correlation 20 Years | 98.99 |
Correlation 3 Years | 99.13 |
Correlation 5 Years | 99.12 |
High 1 Year | 38.98 |
Information Ratio 1 Year | 2.13 |
Information Ratio 10 Years | 0.18 |
Information Ratio 15 Years | 0.28 |
Information Ratio 20 Years | -0.09 |
Information Ratio 3 Years | 1.81 |
Information Ratio 5 Years | 0.77 |
Low 1 Year | 29.77 |
Maximum Loss 1 Year | -13.39 |
Maximum Loss 10 Years | -31.94 |
Maximum Loss 15 Years | -31.94 |
Maximum Loss 20 Years | -58.99 |
Maximum Loss 3 Years | -20.82 |
Maximum Loss 5 Years | -31.94 |
Performance Current Year | 13.45 |
Performance since Inception | 1,865.07 |
Risk adjusted Return 10 Years | 3.66 |
Risk adjusted Return 3 Years | -1.71 |
Risk adjusted Return 5 Years | 3.21 |
Risk adjusted Return Since Inception | 2.45 |
R-Squared (R²) 1 Year | 98.71 |
R-Squared (R²) 10 Years | 97.54 |
R-Squared (R²) 15 Years | 97.76 |
R-Squared (R²) 20 Years | 97.99 |
R-Squared (R²) 3 Years | 98.26 |
R-Squared (R²) 5 Years | 98.26 |
Sortino Ratio 1 Year | 1.92 |
Sortino Ratio 10 Years | 0.76 |
Sortino Ratio 15 Years | 1.17 |
Sortino Ratio 20 Years | 0.72 |
Sortino Ratio 3 Years | 0.40 |
Sortino Ratio 5 Years | 0.85 |
Tracking Error 1 Year | 2.39 |
Tracking Error 10 Years | 3.02 |
Tracking Error 15 Years | 2.80 |
Tracking Error 20 Years | 2.74 |
Tracking Error 3 Years | 2.70 |
Tracking Error 5 Years | 3.08 |
Trailing Performance 1 Month | 7.21 |
Trailing Performance 1 Week | 3.53 |
Trailing Performance 1 Year | 18.40 |
Trailing Performance 10 Years | 172.52 |
Trailing Performance 2 Years | 32.76 |
Trailing Performance 3 Months | 10.08 |
Trailing Performance 3 Years | 27.27 |
Trailing Performance 4 Years | 90.69 |
Trailing Performance 5 Years | 82.92 |
Trailing Performance 6 Months | 14.61 |
Trailing Return 1 Month | 7.21 |
Trailing Return 1 Year | 18.40 |
Trailing Return 10 Years | 10.55 |
Trailing Return 15 Years | 13.80 |
Trailing Return 2 Months | 5.95 |
Trailing Return 2 Years | 15.24 |
Trailing Return 20 Years | 10.00 |
Trailing Return 3 Months | 10.08 |
Trailing Return 3 Years | 8.37 |
Trailing Return 4 Years | 17.51 |
Trailing Return 5 Years | 12.84 |
Trailing Return 6 Months | 14.61 |
Trailing Return 6 Years | 10.40 |
Trailing Return 7 Years | 10.89 |
Trailing Return 8 Years | 11.62 |
Trailing Return 9 Months | 36.71 |
Trailing Return 9 Years | 10.35 |
Trailing Return Since Inception | 10.83 |
Trailing Return YTD - Year to Date | 13.45 |
Treynor Ratio 1 Year | 22.20 |
Treynor Ratio 10 Years | 8.16 |
Treynor Ratio 15 Years | 12.66 |
Treynor Ratio 20 Years | 7.80 |
Treynor Ratio 3 Years | 3.17 |
Treynor Ratio 5 Years | 10.77 |
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