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    Vanguard International Equity Index Funds - Vanguard FTSE Europe ETF (VGK)

    -NYSEArca
    54.27 Up 0.03(0.06%) Jul 2, 4:00PM EDT

    Risk as of May 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVGKCategory
    Alpha (against Standard Index)2.92N/A
    Beta (against Standard Index)1.09N/A
    Mean Annual Return1.37N/A
    R-squared (against Standard Index)86.19N/A
    Standard Deviation12.35N/A
    Sharpe Ratio1.33N/A
    5 Years
    StatisticVGKCategory
    Alpha (against Standard Index)2.07N/A
    Beta (against Standard Index)1.13N/A
    Mean Annual Return1.02N/A
    R-squared (against Standard Index)92.68N/A
    Standard Deviation18.32N/A
    Sharpe Ratio0.66N/A
    10 Years
    StatisticVGKCategory
    Alpha (against Standard Index)-0.21N/A
    Beta (against Standard Index)1.05N/A
    Mean Annual Return0.65N/A
    R-squared (against Standard Index)93.76N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio4.23N/A