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    Vanguard Total Intl Stock Index Inv (VGTSX)

    16.02 Up 0.06(0.38%) Mar 28

    Risk as of Feb 27, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up12
    Number of Years Down8
    Best 1 Yr Total Return(Dec 30, 2003):40.34%
    Worst 1 Yr Total Return(Dec 30, 2008):-44.10%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVGTSXCategory
    Alpha (against Standard Index)0.36-0.61
    Beta (against Standard Index)0.940.88
    Mean Annual Return0.07-0.01
    R-squared (against Standard Index)97.9088.51
    Standard Deviation11.6011.50
    Sharpe Ratio0.06-0.02
    Treynor Ratio0.06-0.93
    5 Years
    StatisticVGTSXCategory
    Alpha (against Standard Index)0.551.06
    Beta (against Standard Index)0.970.92
    Mean Annual Return0.390.42
    R-squared (against Standard Index)98.2590.77
    Standard Deviation12.5912.53
    Sharpe Ratio0.360.40
    Treynor Ratio4.024.75
    10 Years
    StatisticVGTSXCategory
    Alpha (against Standard Index)-0.03-0.39
    Beta (against Standard Index)1.010.95
    Mean Annual Return0.270.23
    R-squared (against Standard Index)98.2394.32
    Standard Deviation19.4518.80
    Sharpe Ratio0.130.12
    Treynor Ratio0.680.42