Dow Down0.25% Nasdaq Down0.26%

Vanguard Total Intl Stock Index Inv (VGTSX)

17.31 Down 0.09(0.52%) Aug 28

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up11
Number of Years Down6
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)-0.040.69
Beta (against Standard Index)1.000.96
Mean Annual Return0.590.63
R-squared (against Standard Index)98.2694.10
Standard Deviation16.7216.46
Sharpe Ratio0.420.46
Treynor Ratio5.736.69
5 Years
StatisticVGTSXCategory
Alpha (against Standard Index)-0.41-0.01
Beta (against Standard Index)1.030.99
Mean Annual Return0.810.81
R-squared (against Standard Index)98.6294.55
Standard Deviation16.9816.75
Sharpe Ratio0.560.58
Treynor Ratio8.288.79
10 Years
StatisticVGTSXCategory
Alpha (against Standard Index)-0.35-0.73
Beta (against Standard Index)1.010.96
Mean Annual Return0.770.71
R-squared (against Standard Index)98.3894.71
Standard Deviation19.2618.63
Sharpe Ratio0.400.37
Treynor Ratio5.955.63