VGK - Vanguard FTSE Europe ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsVGKCategory Average
5 YearsVGKCategory Average
10 YearsVGKCategory Average
Alpha
-20.41
-0.462.25
-0.54-0.65
Beta
11.03
0.980.99
1.11.07
Mean Annual Return
0.330.12
0.160.76
0.750.3
R-squared
87.9677.47
87.0881.23
93.1690.5
Standard Deviation
12.0414.89
12.3815.69
18.5821.6
Sharpe Ratio
0.240.09
0.110.57
0.460.13
Treynor Ratio
2.220.63
0.588.36
6.520.38