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Vanguard European Stock Index Adm (VEUSX)
On
Nov 27
:
63.38
2.13
(3.25%)
MORE ON VEUSX
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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)
:
33.57%
Worst 1 Yr Total Return
(2008)
:
-44.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VEUSX
Category
Alpha (against Standard Index)
0.95
0.68
Beta (against Standard Index)
1.09
1.08
Mean Annual Return
-5.31
-0.18
R-squared (against Standard Index)
97
91.71
Standard Deviation
26.46
27.25
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-7.10
N/A
5 Years
Statistic
VEUSX
Category
Alpha (against Standard Index)
0.37
1.34
Beta (against Standard Index)
1.07
1.08
Mean Annual Return
5.40
0.72
R-squared (against Standard Index)
97
89.99
Standard Deviation
21.63
22.87
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.22
N/A
10 Years
Statistic
VEUSX
Category
Alpha (against Standard Index)
1.15
5.43
Beta (against Standard Index)
1.08
1.05
Mean Annual Return
2.91
0.76
R-squared (against Standard Index)
95
77.72
Standard Deviation
19.91
22.13
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.06
N/A
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