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    Vanguard International Growth Adm (VWILX)

    69.64 Down 0.02(0.03%) Nov 27

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up9
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):41.88%
    Worst 1 Yr Total Return(Dec 30, 2008):-44.83%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.663.20
    Beta (against Standard Index)1.070.88
    Mean Annual Return0.700.66
    R-squared (against Standard Index)94.5686.50
    Standard Deviation13.5811.75
    Sharpe Ratio0.610.68
    Treynor Ratio7.188.54
    5 Years
    Alpha (against Standard Index)2.242.45
    Beta (against Standard Index)1.060.93
    Mean Annual Return0.520.50
    R-squared (against Standard Index)95.9491.20
    Standard Deviation16.7014.98
    Sharpe Ratio0.370.40
    Treynor Ratio4.605.33
    10 Years
    Alpha (against Standard Index)1.620.85
    Beta (against Standard Index)1.030.95
    Mean Annual Return0.640.55
    R-squared (against Standard Index)97.1794.33
    Standard Deviation19.9518.66
    Sharpe Ratio0.320.29
    Treynor Ratio4.463.91