VGK - Vanguard FTSE Europe ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsVGKCategory Average
5 YearsVGKCategory Average
10 YearsVGKCategory Average
Alpha
-1.160.41
0.22.25
0.17-0.65
Beta
0.971.03
0.990.99
1.071.07
Mean Annual Return
0.590.12
0.510.76
0.470.3
R-squared
87.4677.47
87.181.23
94.0990.5
Standard Deviation
11.8114.89
12.2815.69
20.3421.6
Sharpe Ratio
0.520.09
0.460.57
0.260.13
Treynor Ratio
5.870.63
5.038.36
3.040.38