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Vanguard S&P Small-Cap 600 Value ETF (VIOV)

-NYSEArca
121.89 Down 0.19(0.16%) Feb 17, 3:59PM EST

Risk as of Jan 30, 2017Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVIOVCategory
Alpha (against Standard Index)-1.34N/A
Beta (against Standard Index)1.14N/A
Mean Annual Return0.92N/A
R-squared (against Standard Index)59.57N/A
Standard Deviation15.50N/A
Sharpe Ratio0.70N/A
5 Years
StatisticVIOVCategory
Alpha (against Standard Index)-0.64N/A
Beta (against Standard Index)1.12N/A
Mean Annual Return1.23N/A
R-squared (against Standard Index)65.97N/A
Standard Deviation14.09N/A
Sharpe Ratio1.04N/A
10 Years
StatisticVIOVCategory
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