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    Vanguard International Growth Adm (VWILX)

    71.15 Down 0.05(0.07%) Aug 26

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up9
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):41.88%
    Worst 1 Yr Total Return(Dec 30, 2008):-44.83%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.291.77
    Beta (against Standard Index)1.050.87
    Mean Annual Return0.380.31
    R-squared (against Standard Index)95.0785.21
    Standard Deviation14.3312.49
    Sharpe Ratio0.310.29
    Treynor Ratio3.403.43
    5 Years
    Alpha (against Standard Index)2.572.42
    Beta (against Standard Index)1.060.90
    Mean Annual Return0.440.40
    R-squared (against Standard Index)95.6289.86
    Standard Deviation16.9714.91
    Sharpe Ratio0.310.32
    Treynor Ratio3.624.13
    10 Years
    Alpha (against Standard Index)1.861.08
    Beta (against Standard Index)1.030.93
    Mean Annual Return0.510.42
    R-squared (against Standard Index)97.0093.36
    Standard Deviation20.0618.48
    Sharpe Ratio0.260.22
    Treynor Ratio3.112.61