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Vanguard Mega Cap Growth ETF (MGK)

-NYSEArca
76.67 Down 1.11(1.43%) 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMGKCategory
Alpha (against Standard Index)-0.27N/A
Beta (against Standard Index)1.03N/A
Mean Annual Return1.66N/A
R-squared (against Standard Index)93.52N/A
Standard Deviation12.36N/A
Sharpe Ratio1.60N/A
5 Years
StatisticMGKCategory
Alpha (against Standard Index)0.45N/A
Beta (against Standard Index)1.03N/A
Mean Annual Return1.45N/A
R-squared (against Standard Index)95.40N/A
Standard Deviation13.87N/A
Sharpe Ratio1.25N/A
10 Years
StatisticMGKCategory
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