0076 080 070 060 050 040 030 020 010 000 500 600 700

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Unformatted text preview: 12.00% A 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 B C D E F G H I J K Vanguard's Windsor Fund and Index 500 Fund Returns Source: http://www.vanguard.com The Index 500 fund mimics the SP500 index; the Windsor Fund is an "aggressive" growth fund Year ended Index 500 Windsor 31 December Fund Fund 1997 33.40% 22.00% 1996 23.00% 26.40% 1995 37.60% 30.10% 1994 1.30% -0.10% 1993 10.10% 19.40% 1992 7.60% 16.50% 1991 30.50% 28.60% 1990 -3.10% -15.50% 1989 31.70% 15.00% 1988 16.60% 28.70% 1987 5.30% 1.20% 1986 18.70% 20.30% 1985 31.80% 28.00% 1984 6.30% 19.50% Average Standard deviation Covariance of returns Portfolio returns Percentage of SP500 Percentage of Windsor Expected portfolio return Variance of portfolio return Standard dev. of port. return 17.91% 13.03% 0.0126 17.15% 12.82% ### 25% 75% ### 17.34% 1.50% 12.26% ### ### ### Sigma Exp. return 12.26% 0 12.82% 0.1 12.55% 0.2 12.34% 0.3 12.20% 0.4 12.12% 0.5 12.11% 0.6...
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