Dow Up2.00% Nasdaq Up1.66%

Vanguard Total Intl Stock Index Admiral (VTIAX)

21.62 Up 0.28(1.31%) Feb 12

Risk as of Jan 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up2
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2012):18.21%
Worst 1 Yr Total Return(Dec 30, 2011):-14.52%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)0.872.32
Beta (against Standard Index)0.960.92
Mean Annual Return-0.040.09
R-squared (against Standard Index)98.2690.68
Standard Deviation12.3112.29
Sharpe Ratio-0.040.09
Treynor Ratio-1.310.48
5 Years
Alpha (against Standard Index)0.541.58
Beta (against Standard Index)0.980.94
Mean Annual Return0.100.18
R-squared (against Standard Index)98.1692.82
Standard Deviation15.1214.93
Sharpe Ratio0.070.15
Treynor Ratio-0.061.26
10 Years
Alpha (against Standard Index)0.100.00
Beta (against Standard Index)1.010.95
Mean Annual Return0.290.27
R-squared (against Standard Index)98.2694.63
Standard Deviation19.3718.72
Sharpe Ratio0.120.12
Treynor Ratio0.440.46