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Vanguard FTSE Europe ETF (VGK)

-NYSEArca
57.71 0.07(0.12%) Sep 2, 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVGKCategory
Alpha (against Standard Index)2.64N/A
Beta (against Standard Index)1.07N/A
Mean Annual Return0.85N/A
R-squared (against Standard Index)93.33N/A
Standard Deviation18.32N/A
Sharpe Ratio0.55N/A
5 Years
StatisticVGKCategory
Alpha (against Standard Index)0.23N/A
Beta (against Standard Index)1.14N/A
Mean Annual Return0.96N/A
R-squared (against Standard Index)93.34N/A
Standard Deviation19.49N/A
Sharpe Ratio0.58N/A
10 Years
StatisticVGKCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A