VANGUARD MARKET NEUTRAL FUND INVESTOR SHARES

Alpha 1 Year12.53 Alpha 10 Years1.30 Alpha 15 Years2.01 Alpha 20 Years1.10 Alpha 3 Years13.91 Alpha 5 Years5.03 Average Gain 1 Year2.13 Average Gain 10 Years1.64 Average Gain 15 Years1.36 Average Gain 20 Years1.38 Average Gain 3 Years2.21 Average Gain 5 Years2.03 Average Loss 1 Year-1.18 Average Loss 10 Years-1.23 Average Loss 15 Years-1.10 Average Loss 20 Years-1.24 Average Loss 3 Years-1.23 Average Loss 5 Years-1.25 Batting Average 1 Year75.00 Batting Average 10 Years50.00 Batting Average 15 Years53.89 Batting Average 20 Years54.17 Batting Average 3 Years66.67 Batting Average 5 Years55.00 Beta 1 Year2.82 Beta 10 Years-4.97 Beta 15 Years-4.31 Beta 20 Years-6.54 Beta 3 Years13.76 Beta 5 Years-4.52 Capture Ratio Down 1 Year0.00 Capture Ratio Down 10 Years0.00 Capture Ratio Down 15 Years0.00 Capture Ratio Down 20 Years0.00 Capture Ratio Down 3 Years0.00 Capture Ratio Down 5 Years0.00 Capture Ratio Up 1 Year342.53 Capture Ratio Up 10 Years223.79 Capture Ratio Up 15 Years317.56 Capture Ratio Up 20 Years204.15 Capture Ratio Up 3 Years455.50 Capture Ratio Up 5 Years362.70 Correlation 1 Year1.88 Correlation 10 Years-6.12 Correlation 15 Years-5.02 Correlation 20 Years-8.49 Correlation 3 Years19.28 Correlation 5 Years-6.85 High 1 Year14.37 Information Ratio 1 Year2.24 Information Ratio 10 Years0.30 Information Ratio 15 Years0.41 Information Ratio 20 Years0.28 Information Ratio 3 Years1.71 Information Ratio 5 Years0.84 Low 1 Year12.54 Maximum Loss 1 Year-1.70 Maximum Loss 10 Years-23.70 Maximum Loss 15 Years-23.70 Maximum Loss 20 Years-23.70 Maximum Loss 3 Years-3.20 Maximum Loss 5 Years-13.08 Performance Current Year8.66 Performance since Inception127.93 Risk adjusted Return 10 Years1.24 Risk adjusted Return 3 Years10.32 Risk adjusted Return 5 Years5.09 Risk adjusted Return Since Inception4.21 R-Squared (R²) 1 Year0.04 R-Squared (R²) 10 Years0.38 R-Squared (R²) 15 Years0.25 R-Squared (R²) 20 Years0.72 R-Squared (R²) 3 Years3.72 R-Squared (R²) 5 Years0.47 Sortino Ratio 1 Year5.16 Sortino Ratio 10 Years0.44 Sortino Ratio 15 Years0.67 Sortino Ratio 20 Years0.42 Sortino Ratio 3 Years3.41 Sortino Ratio 5 Years1.44 Tracking Error 1 Year6.67 Tracking Error 10 Years6.58 Tracking Error 15 Years5.77 Tracking Error 20 Years5.86 Tracking Error 3 Years7.40 Tracking Error 5 Years7.37 Trailing Performance 1 Month3.46 Trailing Performance 1 Week1.99 Trailing Performance 1 Year20.59 Trailing Performance 10 Years41.89 Trailing Performance 2 Years28.58 Trailing Performance 3 Months1.99 Trailing Performance 3 Years56.07 Trailing Performance 4 Years57.31 Trailing Performance 5 Years50.22 Trailing Performance 6 Months4.10 Trailing Return 1 Month3.38 Trailing Return 1 Year20.59 Trailing Return 10 Years3.56 Trailing Return 15 Years3.45 Trailing Return 2 Months3.75 Trailing Return 2 Years13.35 Trailing Return 20 Years3.20 Trailing Return 3 Months1.99 Trailing Return 3 Years16.00 Trailing Return 4 Years11.99 Trailing Return 5 Years8.48 Trailing Return 6 Months4.10 Trailing Return 6 Years5.13 Trailing Return 7 Years4.41 Trailing Return 8 Years3.95 Trailing Return 9 Months11.10 Trailing Return 9 Years3.74 Trailing Return Since Inception3.24 Trailing Return YTD - Year to Date8.66 Treynor Ratio 1 Year4.87 Treynor Ratio 10 Years-0.31 Treynor Ratio 15 Years-0.50 Treynor Ratio 20 Years-0.22 Treynor Ratio 3 Years0.80 Treynor Ratio 5 Years-1.20

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