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Vanguard Materials ETF (VAW)

-NYSEArca
113.18 Down 0.34(0.30%) Sep 19, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVAWCategory
Alpha (against Standard Index)-1.71N/A
Beta (against Standard Index)1.29N/A
Mean Annual Return1.38N/A
R-squared (against Standard Index)82.05N/A
Standard Deviation19.13N/A
Sharpe Ratio0.86N/A
5 Years
StatisticVAWCategory
Alpha (against Standard Index)1.41N/A
Beta (against Standard Index)1.24N/A
Mean Annual Return1.38N/A
R-squared (against Standard Index)82.26N/A
Standard Deviation20.00N/A
Sharpe Ratio0.83N/A
10 Years
StatisticVAWCategory
Alpha (against Standard Index)1.69N/A
Beta (against Standard Index)1.20N/A
Mean Annual Return1.01N/A
R-squared (against Standard Index)83.44N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio7.18N/A