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Vanguard Small Cap Value ETF (VBR)
At
1:33PM ET
:
53.482
0.178
(0.33%)
MORE ON VBR
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VBR
Category
Alpha (against Standard Index)
2.26
2.88
Beta (against Standard Index)
1.27
1.31
Mean Annual Return
-0.43
-0.41
R-squared (against Standard Index)
87.90
81.85
Standard Deviation
26.52
N/A
Sharpe Ratio
-0.28
-0.28
5 Years
Statistic
VBR
Category
Alpha (against Standard Index)
2.16
N/A
Beta (against Standard Index)
1.29
N/A
Mean Annual Return
0.28
N/A
R-squared (against Standard Index)
86.82
N/A
Standard Deviation
21.99
N/A
Sharpe Ratio
0.02
N/A
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