VANGUARD EMERGING MARKETS SELECT STOCK FUND INVESTOR SHARES

June 2024 · 3 minute read
Alpha 1 Year-0.93 Alpha 10 Years-0.17 Alpha 3 Years0.62 Alpha 5 Years0.32 Average Gain 1 Year2.93 Average Gain 10 Years3.85 Average Gain 3 Years3.85 Average Gain 5 Years4.13 Average Loss 1 Year-3.56 Average Loss 10 Years-4.23 Average Loss 3 Years-3.96 Average Loss 5 Years-4.64 Batting Average 1 Year33.33 Batting Average 10 Years50.00 Batting Average 3 Years44.44 Batting Average 5 Years50.00 Beta 1 Year1.08 Beta 10 Years1.08 Beta 3 Years1.12 Beta 5 Years1.13 Capture Ratio Down 1 Year117.48 Capture Ratio Down 10 Years107.18 Capture Ratio Down 3 Years112.48 Capture Ratio Down 5 Years111.14 Capture Ratio Up 1 Year88.75 Capture Ratio Up 10 Years105.02 Capture Ratio Up 3 Years104.85 Capture Ratio Up 5 Years108.74 Correlation 1 Year98.38 Correlation 10 Years98.06 Correlation 3 Years97.90 Correlation 5 Years98.24 High 1 Year22.92 Information Ratio 1 Year-1.75 Information Ratio 10 Years-0.09 Information Ratio 3 Years-0.40 Information Ratio 5 Years-0.06 Low 1 Year19.31 Maximum Loss 1 Year-12.57 Maximum Loss 10 Years-35.98 Maximum Loss 3 Years-33.01 Maximum Loss 5 Years-35.98 Performance Current Year6.00 Performance since Inception45.05 Risk adjusted Return 10 Years-2.12 Risk adjusted Return 3 Years-10.79 Risk adjusted Return 5 Years-3.17 Risk adjusted Return Since Inception-4.17 R-Squared (R²) 1 Year96.79 R-Squared (R²) 10 Years96.15 R-Squared (R²) 3 Years95.84 R-Squared (R²) 5 Years96.51 Sortino Ratio 1 Year0.90 Sortino Ratio 10 Years0.25 Sortino Ratio 3 Years-0.52 Sortino Ratio 5 Years0.30 Tracking Error 1 Year3.11 Tracking Error 10 Years3.89 Tracking Error 3 Years4.42 Tracking Error 5 Years4.56 Trailing Performance 1 Month-0.32 Trailing Performance 1 Week1.48 Trailing Performance 1 Year2.16 Trailing Performance 10 Years31.87 Trailing Performance 2 Years17.56 Trailing Performance 3 Months2.29 Trailing Performance 3 Years-8.25 Trailing Performance 4 Years16.23 Trailing Performance 5 Years19.89 Trailing Performance 6 Months10.72 Trailing Return 1 Month-0.32 Trailing Return 1 Year2.16 Trailing Return 10 Years2.80 Trailing Return 2 Months0.64 Trailing Return 2 Years8.43 Trailing Return 3 Months2.29 Trailing Return 3 Years-2.83 Trailing Return 4 Years3.83 Trailing Return 5 Years3.70 Trailing Return 6 Months10.72 Trailing Return 6 Years3.21 Trailing Return 7 Years3.22 Trailing Return 8 Years5.77 Trailing Return 9 Months16.85 Trailing Return 9 Years5.20 Trailing Return Since Inception2.88 Trailing Return YTD - Year to Date6.00 Treynor Ratio 1 Year7.99 Treynor Ratio 10 Years1.41 Treynor Ratio 3 Years-7.40 Treynor Ratio 5 Years1.96

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