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Thursday, December 24, 2009, 8:49AM ET - U.S. Markets open in 41 mins.. Dow Up 0.01% Nasdaq  0.00%
Vanguard European Stock Index Signal (VESSX)On Dec 23: 23.51  Down 0.76 (3.13%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):13.93%
Worst 1 Yr Total Return (2008):-44.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVESSXCategory
Alpha (against Standard Index)1.390.82
Beta (against Standard Index)1.091.08
Mean Annual Return-5.23-0.19
R-squared (against Standard Index)9791.61
Standard Deviation26.4727.22
Sharpe Ratio-0.15N/A
Treynor Ratio-6.88N/A
5 Years
StatisticVESSXCategory
Alpha (against Standard Index)0.711.83
Beta (against Standard Index)1.071.08
Mean Annual Return4.720.68
R-squared (against Standard Index)9689.97
Standard Deviation21.4722.73
Sharpe Ratio0.19N/A
Treynor Ratio1.61N/A
10 Years
StatisticVESSXCategory
Alpha (against Standard Index)1.364.96
Beta (against Standard Index)1.081.05
Mean Annual Return2.970.71
R-squared (against Standard Index)9578.88
Standard Deviation19.9221.81
Sharpe Ratio0.10N/A
Treynor Ratio0.04N/A

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