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Vanguard European Stock Index (VEURX)
On
Dec 4
:
27.42
0.06
(0.22%)
MORE ON VEURX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
33.42%
Worst 1 Yr Total Return
(2008)
:
-44.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VEURX
Category
Alpha (against Standard Index)
0.86
0.68
Beta (against Standard Index)
1.09
1.08
Mean Annual Return
-5.39
-0.18
R-squared (against Standard Index)
97
91.71
Standard Deviation
26.45
27.25
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-7.17
N/A
5 Years
Statistic
VEURX
Category
Alpha (against Standard Index)
0.28
1.34
Beta (against Standard Index)
1.07
1.08
Mean Annual Return
5.31
0.72
R-squared (against Standard Index)
97
89.99
Standard Deviation
21.62
22.87
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.13
N/A
10 Years
Statistic
VEURX
Category
Alpha (against Standard Index)
1.08
5.43
Beta (against Standard Index)
1.08
1.05
Mean Annual Return
2.83
0.76
R-squared (against Standard Index)
95
77.72
Standard Deviation
19.91
22.13
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.13
N/A
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