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    Vanguard Small-Cap Value ETF (VBR)

    -NYSEArca
    110.34 Down 0.31(0.28%) Apr 24, 4:00PM EDT

    Risk as of Mar 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVBRCategory
    Alpha (against Standard Index)0.24N/A
    Beta (against Standard Index)1.12N/A
    Mean Annual Return1.47N/A
    R-squared (against Standard Index)80.14N/A
    Standard Deviation12.02N/A
    Sharpe Ratio1.46N/A
    5 Years
    StatisticVBRCategory
    Alpha (against Standard Index)-1.86N/A
    Beta (against Standard Index)1.20N/A
    Mean Annual Return1.29N/A
    R-squared (against Standard Index)89.02N/A
    Standard Deviation16.55N/A
    Sharpe Ratio0.93N/A
    10 Years
    StatisticVBRCategory
    Alpha (against Standard Index)0.18N/A
    Beta (against Standard Index)1.24N/A
    Mean Annual Return0.90N/A
    R-squared (against Standard Index)86.98N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio6.27N/A