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Vanguard International Growth Inv (VWIGX)

22.24 Down 0.08(0.36%) Oct 29

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up24
Number of Years Down8
Best 1 Yr Total Return(Dec 30, 2009):41.63%
Worst 1 Yr Total Return(Dec 30, 2008):-44.94%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVWIGXCategory
Alpha (against Standard Index)2.512.36
Beta (against Standard Index)1.040.90
Mean Annual Return1.271.11
R-squared (against Standard Index)94.8689.21
Standard Deviation15.3213.66
Sharpe Ratio0.990.98
Treynor Ratio14.3814.68
5 Years
StatisticVWIGXCategory
Alpha (against Standard Index)1.901.53
Beta (against Standard Index)1.070.96
Mean Annual Return0.800.70
R-squared (against Standard Index)96.6892.78
Standard Deviation17.9516.37
Sharpe Ratio0.530.51
Treynor Ratio7.717.68
10 Years
StatisticVWIGXCategory
Alpha (against Standard Index)0.79-0.14
Beta (against Standard Index)1.020.95
Mean Annual Return0.800.68
R-squared (against Standard Index)97.2294.12
Standard Deviation19.6118.59
Sharpe Ratio0.410.36
Treynor Ratio6.245.41