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    Vanguard Total Intl Stock Index Inv (VGTSX)

    16.29 Up 0.02(0.12%) Mar 5

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up11
    Number of Years Down7
    Best 1 Yr Total Return(Dec 30, 2003):40.34%
    Worst 1 Yr Total Return(Dec 30, 2008):-44.10%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVGTSXCategory
    Alpha (against Standard Index)0.311.90
    Beta (against Standard Index)1.000.95
    Mean Annual Return0.620.72
    R-squared (against Standard Index)98.5491.60
    Standard Deviation12.6012.36
    Sharpe Ratio0.580.71
    Treynor Ratio6.758.84
    5 Years
    StatisticVGTSXCategory
    Alpha (against Standard Index)-0.110.84
    Beta (against Standard Index)1.020.98
    Mean Annual Return0.650.61
    R-squared (against Standard Index)98.6494.29
    Standard Deviation16.9616.46
    Sharpe Ratio0.450.45
    Treynor Ratio6.316.39
    10 Years
    StatisticVGTSXCategory
    Alpha (against Standard Index)-0.26-0.36
    Beta (against Standard Index)1.010.96
    Mean Annual Return0.570.53
    R-squared (against Standard Index)98.3394.45
    Standard Deviation19.2318.54
    Sharpe Ratio0.280.27
    Treynor Ratio3.563.50