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Vanguard European Stock Index Adm (VEUSX)
On
Feb 9
:
55.69
1.25
(2.30%)
MORE ON VEUSX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
32.04%
Worst 1 Yr Total Return
(2008)
:
-44.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VEUSX
Category
Alpha (against Standard Index)
0.59
0.41
Beta (against Standard Index)
1.09
1.08
Mean Annual Return
-8.32
-0.43
R-squared (against Standard Index)
97
91.42
Standard Deviation
26.63
27.28
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-9.42
N/A
5 Years
Statistic
VEUSX
Category
Alpha (against Standard Index)
0.28
1.55
Beta (against Standard Index)
1.08
1.09
Mean Annual Return
3.04
0.56
R-squared (against Standard Index)
96
89.94
Standard Deviation
21.60
22.81
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.12
N/A
10 Years
Statistic
VEUSX
Category
Alpha (against Standard Index)
1.12
3.67
Beta (against Standard Index)
1.08
1.04
Mean Annual Return
2.17
0.56
R-squared (against Standard Index)
94
80.00
Standard Deviation
19.65
21.06
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.62
N/A
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