VGK - Vanguard FTSE Europe ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsVGKCategory Average
5 YearsVGKCategory Average
10 YearsVGKCategory Average
Alpha
-1.590.41
-1.292.25
-0.03-0.65
Beta
11.03
0.970.99
1.071.07
Mean Annual Return
0.780.12
0.150.76
0.930.3
R-squared
88.5277.47
87.9881.23
92.9690.5
Standard Deviation
12.1614.89
12.3815.69
17.6921.6
Sharpe Ratio
0.660.09
0.080.57
0.610.13
Treynor Ratio
7.670.63
0.318.36
8.990.38