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    Vanguard Developed Markets Index Inv (VDMIX)

    0.00 0.00(0.00%) 1969-12-31T19:00:00GMT-05:00

    Risk as of Mar 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2003):38.61%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.62%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)3.052.15
    Beta (against Standard Index)0.980.93
    Mean Annual Return0.700.59
    R-squared (against Standard Index)96.2290.41
    Standard Deviation16.8712.05
    Sharpe Ratio0.500.59
    Treynor Ratio7.347.22
    5 Years
    Alpha (against Standard Index)0.541.31
    Beta (against Standard Index)1.000.95
    Mean Annual Return1.390.41
    R-squared (against Standard Index)96.7092.92
    Standard Deviation18.9315.12
    Sharpe Ratio0.880.33
    Treynor Ratio15.984.13
    10 Years
    Alpha (against Standard Index)-0.36-0.12
    Beta (against Standard Index)0.970.96
    Mean Annual Return0.680.47
    R-squared (against Standard Index)96.1894.57
    Standard Deviation18.7518.77
    Sharpe Ratio0.350.24
    Treynor Ratio5.092.86