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    Vanguard Total Intl Stock Index Admiral (VTIAX)

    27.48 Up 0.02(0.07%) Feb 27

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up2
    Number of Years Down2
    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
    StatisticVTIAXCategory
    Alpha (against Standard Index)0.221.90
    Beta (against Standard Index)1.000.95
    Mean Annual Return0.610.72
    R-squared (against Standard Index)98.4291.60
    Standard Deviation12.5412.36
    Sharpe Ratio0.580.71
    Treynor Ratio6.758.84
    5 Years
    StatisticVTIAXCategory
    Alpha (against Standard Index)-0.020.84
    Beta (against Standard Index)1.020.98
    Mean Annual Return0.560.61
    R-squared (against Standard Index)98.5994.29
    Standard Deviation16.7916.46
    Sharpe Ratio0.400.45
    Treynor Ratio5.306.39
    10 Years
    StatisticVTIAXCategory
    Alpha (against Standard Index)-0.27-0.36
    Beta (against Standard Index)1.010.96
    Mean Annual Return0.560.53
    R-squared (against Standard Index)98.3194.45
    Standard Deviation19.2018.54
    Sharpe Ratio0.280.27
    Treynor Ratio3.483.50