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Vanguard Total Intl Stock Index (VGTSX)
On
Dec 8
:
14.60
0.23
(1.55%)
MORE ON VGTSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
26.64%
Worst 1 Yr Total Return
(2008)
:
-44.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VGTSX
Category
Alpha (against Standard Index)
2.59
-0.52
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
-3.60
-0.25
R-squared (against Standard Index)
97
96.20
Standard Deviation
26.12
24.79
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-5.59
N/A
5 Years
Statistic
VGTSX
Category
Alpha (against Standard Index)
1.43
-0.43
Beta (against Standard Index)
1.07
1.01
Mean Annual Return
6.55
0.55
R-squared (against Standard Index)
98
95.85
Standard Deviation
21.56
20.52
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.29
N/A
10 Years
Statistic
VGTSX
Category
Alpha (against Standard Index)
1.20
-0.03
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
3.08
0.31
R-squared (against Standard Index)
98
92.22
Standard Deviation
19.21
19.09
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.10
N/A
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