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Vanguard Value ETF (VTV)

-NYSEArca
87.60 Down 0.23(0.26%) Aug 26, 4:00PM EDT

Risk as of Jul 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVTVCategory
Alpha (against Standard Index)-0.66N/A
Beta (against Standard Index)0.94N/A
Mean Annual Return0.82N/A
R-squared (against Standard Index)96.16N/A
Standard Deviation10.61N/A
Sharpe Ratio0.92N/A
5 Years
StatisticVTVCategory
Alpha (against Standard Index)0.09N/A
Beta (against Standard Index)0.96N/A
Mean Annual Return1.08N/A
R-squared (against Standard Index)96.43N/A
Standard Deviation11.83N/A
Sharpe Ratio1.08N/A
10 Years
StatisticVTVCategory
Alpha (against Standard Index)-1.26N/A
Beta (against Standard Index)1.01N/A
Mean Annual Return0.62N/A
R-squared (against Standard Index)96.66N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.45N/A