VANGUARD RETIREMENT SAVINGS TRUST II
Publish date: 2024-07-14
| Alpha 1 Year | -1.41 |
| Alpha 10 Years | -0.04 |
| Alpha 15 Years | -0.03 |
| Alpha 20 Years | -0.07 |
| Alpha 3 Years | -0.26 |
| Alpha 5 Years | -0.17 |
| Average Gain 1 Year | 0.22 |
| Average Gain 10 Years | 0.18 |
| Average Gain 15 Years | 0.19 |
| Average Gain 20 Years | 0.23 |
| Average Gain 3 Years | 0.17 |
| Average Gain 5 Years | 0.18 |
| Batting Average 1 Year | 0.00 |
| Batting Average 10 Years | 80.83 |
| Batting Average 15 Years | 87.22 |
| Batting Average 20 Years | 83.33 |
| Batting Average 3 Years | 36.11 |
| Batting Average 5 Years | 61.67 |
| Beta 1 Year | 0.57 |
| Beta 10 Years | 1.09 |
| Beta 15 Years | 1.09 |
| Beta 20 Years | 1.08 |
| Beta 3 Years | 1.01 |
| Beta 5 Years | 1.04 |
| Capture Ratio Down 1 Year | 0.00 |
| Capture Ratio Down 10 Years | 0.00 |
| Capture Ratio Down 15 Years | 0.00 |
| Capture Ratio Down 20 Years | 0.00 |
| Capture Ratio Down 3 Years | 0.00 |
| Capture Ratio Down 5 Years | 0.00 |
| Capture Ratio Up 1 Year | 47.85 |
| Capture Ratio Up 10 Years | 139.14 |
| Capture Ratio Up 15 Years | 219.94 |
| Capture Ratio Up 20 Years | 182.31 |
| Capture Ratio Up 3 Years | 66.06 |
| Capture Ratio Up 5 Years | 95.48 |
| Correlation 1 Year | 51.35 |
| Correlation 10 Years | 99.36 |
| Correlation 15 Years | 99.29 |
| Correlation 20 Years | 99.16 |
| Correlation 3 Years | 99.90 |
| Correlation 5 Years | 99.79 |
| High 1 Year | 1.00 |
| Information Ratio 1 Year | -138.33 |
| Information Ratio 10 Years | 1.32 |
| Information Ratio 15 Years | 2.71 |
| Information Ratio 20 Years | 2.86 |
| Information Ratio 3 Years | -2.06 |
| Information Ratio 5 Years | -0.19 |
| Low 1 Year | 1.00 |
| Performance Current Year | 1.51 |
| Performance since Inception | 354.48 |
| R-Squared (R²) 1 Year | 26.37 |
| R-Squared (R²) 10 Years | 98.72 |
| R-Squared (R²) 15 Years | 98.59 |
| R-Squared (R²) 20 Years | 98.32 |
| R-Squared (R²) 3 Years | 99.80 |
| R-Squared (R²) 5 Years | 99.57 |
| Sortino Ratio 1 Year | -3.46 |
| Sortino Ratio 10 Years | 1.71 |
| Sortino Ratio 15 Years | 4.67 |
| Sortino Ratio 20 Years | 5.22 |
| Sortino Ratio 3 Years | -2.04 |
| Sortino Ratio 5 Years | -0.31 |
| Tracking Error 1 Year | 0.02 |
| Tracking Error 10 Years | 0.46 |
| Tracking Error 15 Years | 0.47 |
| Tracking Error 20 Years | 0.45 |
| Tracking Error 3 Years | 0.53 |
| Tracking Error 5 Years | 0.54 |
| Trailing Performance 1 Month | 0.21 |
| Trailing Performance 1 Week | 0.05 |
| Trailing Performance 1 Year | 2.68 |
| Trailing Performance 10 Years | 23.59 |
| Trailing Performance 2 Years | 4.96 |
| Trailing Performance 3 Months | 0.64 |
| Trailing Performance 3 Years | 6.47 |
| Trailing Performance 4 Years | 8.40 |
| Trailing Performance 5 Years | 11.05 |
| Trailing Performance 6 Months | 1.30 |
| Trailing Return 1 Month | 0.21 |
| Trailing Return 1 Year | 2.66 |
| Trailing Return 10 Years | 2.13 |
| Trailing Return 15 Years | 2.31 |
| Trailing Return 2 Months | 0.43 |
| Trailing Return 2 Years | 2.41 |
| Trailing Return 20 Years | 2.82 |
| Trailing Return 3 Months | 0.64 |
| Trailing Return 3 Years | 2.08 |
| Trailing Return 4 Years | 2.03 |
| Trailing Return 5 Years | 2.12 |
| Trailing Return 6 Months | 1.29 |
| Trailing Return 6 Years | 2.18 |
| Trailing Return 7 Years | 2.17 |
| Trailing Return 8 Years | 2.15 |
| Trailing Return 9 Months | 1.98 |
| Trailing Return 9 Years | 2.14 |
| Trailing Return Since Inception | 3.07 |
| Trailing Return YTD - Year to Date | 1.29 |
| Treynor Ratio 1 Year | -5.18 |
| Treynor Ratio 10 Years | 0.51 |
| Treynor Ratio 15 Years | 1.14 |
| Treynor Ratio 20 Years | 1.15 |
| Treynor Ratio 3 Years | -1.22 |
| Treynor Ratio 5 Years | -0.14 |
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