VGK - Vanguard FTSE Europe ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsVGKCategory Average
5 YearsVGKCategory Average
10 YearsVGKCategory Average
Alpha
0.560.41
1.832.25
0.35-0.65
Beta
0.961.03
10.99
1.051.07
Mean Annual Return
0.480.12
0.770.76
0.30.3
R-squared
87.1977.47
86.0581.23
93.8190.5
Standard Deviation
12.6614.89
12.5115.69
20.7621.6
Sharpe Ratio
0.420.09
0.720.57
0.160.13
Treynor Ratio
4.870.63
8.578.36
0.990.38