Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Monday, November 30, 2009, 4:21AM ET - U.S. Markets open in 5 hours and 9 minutes.
Dow
1.48%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Vanguard International Explorer (VINEX)
On
Nov 27
:
13.74
0.30
(2.14%)
MORE ON VINEX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
31.77%
Worst 1 Yr Total Return
(2008)
:
-46.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VINEX
Category
Alpha (against Standard Index)
1.70
1.52
Beta (against Standard Index)
1.07
1.11
Mean Annual Return
-4.58
-0.12
R-squared (against Standard Index)
93
90.62
Standard Deviation
26.51
27.95
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-6.53
N/A
5 Years
Statistic
VINEX
Category
Alpha (against Standard Index)
2.66
2.54
Beta (against Standard Index)
1.08
1.12
Mean Annual Return
7.71
0.84
R-squared (against Standard Index)
93
89.46
Standard Deviation
22.20
23.55
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.34
N/A
10 Years
Statistic
VINEX
Category
Alpha (against Standard Index)
6.11
3.59
Beta (against Standard Index)
1.05
1.13
Mean Annual Return
7.69
0.61
R-squared (against Standard Index)
76
75.55
Standard Deviation
21.69
23.55
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.49
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center