Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Sunday, December 6, 2009, 9:32PM ET - U.S. Markets Closed.
Dow
0.22%
Nasdaq
0.98%
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 Value (VTRIX)
On
Dec 4
:
31.88
0.02
(0.06%)
MORE ON VTRIX
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:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
27.37%
Worst 1 Yr Total Return
(2008)
:
-41.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VTRIX
Category
Alpha (against Standard Index)
1.79
-0.42
Beta (against Standard Index)
1.02
1.00
Mean Annual Return
-3.73
-0.24
R-squared (against Standard Index)
98
95.20
Standard Deviation
24.69
24.69
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-6.03
N/A
5 Years
Statistic
VTRIX
Category
Alpha (against Standard Index)
1.76
-0.74
Beta (against Standard Index)
1.03
1.00
Mean Annual Return
6.91
0.52
R-squared (against Standard Index)
97
94.71
Standard Deviation
20.64
20.34
Sharpe Ratio
0.29
N/A
Treynor Ratio
3.79
N/A
10 Years
Statistic
VTRIX
Category
Alpha (against Standard Index)
2.59
2.15
Beta (against Standard Index)
1.00
0.98
Mean Annual Return
4.56
0.49
R-squared (against Standard Index)
92
91.79
Standard Deviation
18.87
18.42
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.58
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center