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
-0.080.41
0.72.25
0.34-0.65
Beta
0.951.03
10.99
1.071.07
Mean Annual Return
0.450.12
0.60.76
0.410.3
R-squared
87.177.47
86.6181.23
94.0990.5
Standard Deviation
12.4214.89
12.5515.69
20.3721.6
Sharpe Ratio
0.370.09
0.540.57
0.220.13
Treynor Ratio
4.160.63
6.178.36
2.320.38