VGK - Vanguard European Stock Index Fund

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsVGKCategory Average
5 YearsVGKCategory Average
10 YearsVGKCategory Average
Alpha
-0.180.41
1.132.25
-0.08-0.65
Beta
0.941.03
10.99
1.061.07
Mean Annual Return
0.520.12
0.630.76
0.390.3
R-squared
87.0177.47
86.4181.23
94.1490.5
Standard Deviation
12.614.89
12.7215.69
20.621.6
Sharpe Ratio
0.450.09
0.560.57
0.210.13
Treynor Ratio
5.320.63
6.618.36
2.070.38