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Vanguard Extended Duration Treasury ETF (EDV)

-NYSEArca
137.46 Down 0.50(0.36%) 4:10PM EDT

Risk as of Aug 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEDVCategory
Alpha (against Standard Index)-5.63N/A
Beta (against Standard Index)5.59N/A
Mean Annual Return1.51N/A
R-squared (against Standard Index)78.05N/A
Standard Deviation16.58N/A
Sharpe Ratio1.08N/A
5 Years
StatisticEDVCategory
Alpha (against Standard Index)-4.65N/A
Beta (against Standard Index)5.77N/A
Mean Annual Return1.13N/A
R-squared (against Standard Index)57.85N/A
Standard Deviation20.20N/A
Sharpe Ratio0.67N/A
10 Years
StatisticEDVCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A