VANGUARD TARGET RETIREMENT 2020 TRUST

Publish date: 2024-07-23
Alpha 1 Year2.47 Alpha 3 Years1.81 Average Gain 1 Year4.50 Average Gain 3 Years4.21 Average Loss 1 Year-2.82 Average Loss 3 Years-4.21 Batting Average 1 Year58.33 Batting Average 3 Years63.89 Beta 1 Year1.03 Beta 3 Years1.09 Capture Ratio Down 1 Year96.82 Capture Ratio Down 3 Years107.83 Capture Ratio Up 1 Year111.86 Capture Ratio Up 3 Years115.26 Correlation 1 Year99.32 Correlation 3 Years99.36 High 1 Year14.99 Information Ratio 1 Year2.15 Information Ratio 3 Years0.82 Low 1 Year11.67 Maximum Loss 1 Year-9.84 Maximum Loss 3 Years-25.68 Performance Current Year10.81 Performance since Inception50.98 Risk adjusted Return 3 Years-1.57 Risk adjusted Return Since Inception-1.57 R-Squared (R²) 1 Year98.64 R-Squared (R²) 3 Years98.72 Sortino Ratio 1 Year2.02 Sortino Ratio 3 Years0.23 Tracking Error 1 Year1.98 Tracking Error 3 Years2.38 Trailing Performance 1 Month0.92 Trailing Performance 1 Week-1.47 Trailing Performance 1 Year15.11 Trailing Performance 2 Years28.18 Trailing Performance 3 Months7.14 Trailing Performance 3 Years14.99 Trailing Performance 6 Months9.56 Trailing Return 1 Month1.66 Trailing Return 1 Year17.92 Trailing Return 2 Months6.16 Trailing Return 2 Years16.68 Trailing Return 3 Months2.14 Trailing Return 3 Years4.70 Trailing Return 6 Months9.80 Trailing Return 9 Months22.41 Trailing Return Since Inception10.70 Trailing Return YTD - Year to Date9.80 Treynor Ratio 1 Year16.49 Treynor Ratio 3 Years1.17

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