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  •  Dow Down0.79% Nasdaq Up0.16%

    Vanguard Total Intl Stock Index Inv (VGTSX)

    15.71 Down 0.04(0.25%) Jan 23

    Risk as of Dec 30, 2014Get 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
    Alpha (against Standard Index)0.161.63
    Beta (against Standard Index)1.000.94
    Mean Annual Return0.810.88
    R-squared (against Standard Index)98.5891.88
    Standard Deviation13.1212.77
    Sharpe Ratio0.730.83
    Treynor Ratio9.0910.98
    5 Years
    Alpha (against Standard Index)-0.150.71
    Beta (against Standard Index)1.020.98
    Mean Annual Return0.470.52
    R-squared (against Standard Index)98.6594.45
    Standard Deviation17.0016.65
    Sharpe Ratio0.330.38
    Treynor Ratio4.155.22
    10 Years
    Alpha (against Standard Index)-0.32-0.46
    Beta (against Standard Index)1.010.96
    Mean Annual Return0.550.51
    R-squared (against Standard Index)98.3394.50
    Standard Deviation19.2218.58
    Sharpe Ratio0.260.25
    Treynor Ratio3.253.20