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    Vanguard Small-Cap Value ETF (VBR)

    -NYSEArca
    109.61 Up 1.56(1.44%) Mar 30, 4:00PM EDT

    Risk as of Feb 27, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVBRCategory
    Alpha (against Standard Index)-1.63N/A
    Beta (against Standard Index)1.15N/A
    Mean Annual Return1.50N/A
    R-squared (against Standard Index)81.99N/A
    Standard Deviation12.04N/A
    Sharpe Ratio1.49N/A
    5 Years
    StatisticVBRCategory
    Alpha (against Standard Index)-2.60N/A
    Beta (against Standard Index)1.22N/A
    Mean Annual Return1.40N/A
    R-squared (against Standard Index)90.11N/A
    Standard Deviation16.82N/A
    Sharpe Ratio1.00N/A
    10 Years
    StatisticVBRCategory
    Alpha (against Standard Index)-0.12N/A
    Beta (against Standard Index)1.24N/A
    Mean Annual Return0.87N/A
    R-squared (against Standard Index)87.27N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio5.97N/A