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Vanguard European Stock Index ETF (VGK)

-NYSEArca
59.08 Up 0.09(0.15%) Jul 23, 4:00PM EDT
|After Hours : 59.08 0.00 (0.00%) Jul 23, 4:25PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVGKCategory
Alpha (against Standard Index)2.90N/A
Beta (against Standard Index)1.07N/A
Mean Annual Return0.86N/A
R-squared (against Standard Index)93.77N/A
Standard Deviation18.29N/A
Sharpe Ratio0.56N/A
5 Years
StatisticVGKCategory
Alpha (against Standard Index)0.81N/A
Beta (against Standard Index)1.14N/A
Mean Annual Return1.20N/A
R-squared (against Standard Index)94.02N/A
Standard Deviation19.83N/A
Sharpe Ratio0.72N/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