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Vanguard International Growth Adm (VWILX)
On
Dec 4
:
55.47
0.12
(0.22%)
MORE ON VWILX
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Research Reports
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)
:
26.17%
Worst 1 Yr Total Return
(2008)
:
-44.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VWILX
Category
Alpha (against Standard Index)
3.02
-0.52
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
-3.05
-0.25
R-squared (against Standard Index)
97
96.20
Standard Deviation
25.86
24.79
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-5.15
N/A
5 Years
Statistic
VWILX
Category
Alpha (against Standard Index)
1.70
-0.43
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
6.81
0.55
R-squared (against Standard Index)
97
95.85
Standard Deviation
21.32
20.52
Sharpe Ratio
0.28
N/A
Treynor Ratio
3.58
N/A
10 Years
Statistic
VWILX
Category
Alpha (against Standard Index)
1.89
-0.03
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
3.77
0.31
R-squared (against Standard Index)
95
92.22
Standard Deviation
19.29
19.09
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.76
N/A
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