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Vanguard Materials ETF (VAW)

-NYSEArca
102.11 Down 1.86(1.79%) 10:24AM EDT - Nasdaq Real Time Price

Risk as of Mar 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVAWCategory
Alpha (against Standard Index)-0.64N/A
Beta (against Standard Index)1.25N/A
Mean Annual Return0.58N/A
R-squared (against Standard Index)77.25N/A
Standard Deviation17.14N/A
Sharpe Ratio0.40N/A
5 Years
StatisticVAWCategory
Alpha (against Standard Index)-1.36N/A
Beta (against Standard Index)1.27N/A
Mean Annual Return0.52N/A
R-squared (against Standard Index)80.58N/A
Standard Deviation19.37N/A
Sharpe Ratio0.32N/A
10 Years
StatisticVAWCategory
Alpha (against Standard Index)2.26N/A
Beta (against Standard Index)1.21N/A
Mean Annual Return0.72N/A
R-squared (against Standard Index)84.16N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio4.32N/A