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Vanguard European Stock Index Signal (VESSX)
On
Dec 23
:
23.51
0.76
(3.13%)
MORE ON VESSX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
VESSX
Category
Alpha (against Standard Index)
1.39
0.82
Beta (against Standard Index)
1.09
1.08
Mean Annual Return
-5.23
-0.19
R-squared (against Standard Index)
97
91.61
Standard Deviation
26.47
27.22
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-6.88
N/A
5 Years
Statistic
VESSX
Category
Alpha (against Standard Index)
0.71
1.83
Beta (against Standard Index)
1.07
1.08
Mean Annual Return
4.72
0.68
R-squared (against Standard Index)
96
89.97
Standard Deviation
21.47
22.73
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.61
N/A
10 Years
Statistic
VESSX
Category
Alpha (against Standard Index)
1.36
4.96
Beta (against Standard Index)
1.08
1.05
Mean Annual Return
2.97
0.71
R-squared (against Standard Index)
95
78.88
Standard Deviation
19.92
21.81
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.04
N/A
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