VTMGX - Vanguard Developed Markets Index Admiral

Nasdaq - Nasdaq Delayed price. Currency in USD

Risk overview

Morningstar risk rating★★★
Number of years up12
Number of years down8
Best 1-yr total return (3 Feb 2019)28.27%
Worst 1-yr total return (3 Feb 2019)-41.27%

Risk statistics

3 years
VTMGXCategory average
5 years
VTMGXCategory average
10 years
VTMGXCategory average
Alpha
0.15-0
0.41-0
0.820
Beta
0.980.01
0.940.01
0.990.01
Mean annual return
0.410
0.270
0.510
R-squared
97.880.94
96.80.92
96.340.94
Standard deviation
12.390.12
12.360.13
14.860.15
Sharpe ratio
0.260
0.170
0.370
Treynor ratio
2.540.02
1.50.01
4.570.04
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