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Vanguard International Growth Inv (VWIGX)
On
Dec 3
:
17.46
0.03
(0.17%)
MORE ON VWIGX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
25.92%
Worst 1 Yr Total Return
(2008)
:
-44.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VWIGX
Category
Alpha (against Standard Index)
2.83
-0.52
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
-3.23
-0.25
R-squared (against Standard Index)
97
96.20
Standard Deviation
25.84
24.79
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-5.32
N/A
5 Years
Statistic
VWIGX
Category
Alpha (against Standard Index)
1.50
-0.43
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
6.60
0.55
R-squared (against Standard Index)
97
95.85
Standard Deviation
21.30
20.52
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.39
N/A
10 Years
Statistic
VWIGX
Category
Alpha (against Standard Index)
1.74
-0.03
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
3.61
0.31
R-squared (against Standard Index)
95
92.22
Standard Deviation
19.28
19.09
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.62
N/A
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