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    Vanguard Emerging Mkts Stock Idx Inv (VEIEX)

    22.64 Down 0.03(0.13%) Dec 2

    Risk as of Oct 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up12
    Number of Years Down9
    Best 1 Yr Total Return(Dec 30, 2009):75.98%
    Worst 1 Yr Total Return(Dec 30, 2008):-52.81%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVEIEXCategory
    Alpha (against Standard Index)0.79-0.27
    Beta (against Standard Index)1.090.99
    Mean Annual Return0.000.06
    R-squared (against Standard Index)71.6072.54
    Standard Deviation16.1714.76
    Sharpe Ratio-0.010.04
    Treynor Ratio-1.29-0.41
    5 Years
    StatisticVEIEXCategory
    Alpha (against Standard Index)-2.62-1.98
    Beta (against Standard Index)1.061.00
    Mean Annual Return0.180.41
    R-squared (against Standard Index)77.0078.30
    Standard Deviation16.2816.00
    Sharpe Ratio0.120.30
    Treynor Ratio0.673.75
    10 Years
    StatisticVEIEXCategory
    Alpha (against Standard Index)2.271.74
    Beta (against Standard Index)1.171.11
    Mean Annual Return0.520.51
    R-squared (against Standard Index)87.9787.43
    Standard Deviation23.8622.89
    Sharpe Ratio0.230.23
    Treynor Ratio2.192.46