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    Vanguard International Growth Inv (VWIGX)

    22.27 Up 0.03(0.13%) Jan 19

    Risk as of Dec 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up25
    Number of Years Down10
    Best 1 Yr Total Return(Dec 30, 2009):41.63%
    Worst 1 Yr Total Return(Dec 30, 2008):-44.94%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVWIGXCategory
    Alpha (against Standard Index)0.39-0.31
    Beta (against Standard Index)1.040.86
    Mean Annual Return-0.06-0.10
    R-squared (against Standard Index)92.4782.62
    Standard Deviation13.7512.01
    Sharpe Ratio-0.06-0.11
    Treynor Ratio-1.65-2.29
    5 Years
    StatisticVWIGXCategory
    Alpha (against Standard Index)1.871.70
    Beta (against Standard Index)1.040.87
    Mean Annual Return0.660.56
    R-squared (against Standard Index)93.7686.46
    Standard Deviation14.3012.52
    Sharpe Ratio0.540.53
    Treynor Ratio6.706.99
    10 Years
    StatisticVWIGXCategory
    Alpha (against Standard Index)1.550.49
    Beta (against Standard Index)1.030.93
    Mean Annual Return0.370.26
    R-squared (against Standard Index)96.6392.88
    Standard Deviation20.0718.50
    Sharpe Ratio0.190.13
    Treynor Ratio1.660.81