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    Vanguard FTSE Europe ETF (VGK)

    -NYSEArca
    57.80 Down 0.60(1.03%) May 22, 4:00PM EDT
    |After Hours : 57.88 Up 0.08 (0.14%) May 22, 7:13PM EDT

    Risk as of Apr 29, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVGKCategory
    Alpha (against Standard Index)2.40N/A
    Beta (against Standard Index)1.09N/A
    Mean Annual Return1.04N/A
    R-squared (against Standard Index)90.48N/A
    Standard Deviation14.54N/A
    Sharpe Ratio0.85N/A
    5 Years
    StatisticVGKCategory
    Alpha (against Standard Index)1.57N/A
    Beta (against Standard Index)1.14N/A
    Mean Annual Return0.81N/A
    R-squared (against Standard Index)93.53N/A
    Standard Deviation19.26N/A
    Sharpe Ratio0.50N/A
    10 Years
    StatisticVGKCategory
    Alpha (against Standard Index)-0.46N/A
    Beta (against Standard Index)1.05N/A
    Mean Annual Return0.65N/A
    R-squared (against Standard Index)93.83N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio4.17N/A