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Vanguard REIT Index ETF (VNQ)
At
4:00PM ET
:
43.90
0.44
(0.99%)
MORE ON VNQ
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VNQ
Category
Alpha (against Standard Index)
0.37
-1.03
Beta (against Standard Index)
1.63
1.66
Mean Annual Return
-0.62
-0.76
R-squared (against Standard Index)
66.53
67.04
Standard Deviation
39.68
N/A
Sharpe Ratio
-0.24
-0.28
5 Years
Statistic
VNQ
Category
Alpha (against Standard Index)
3.61
N/A
Beta (against Standard Index)
1.61
N/A
Mean Annual Return
0.42
N/A
R-squared (against Standard Index)
64.94
N/A
Standard Deviation
32.06
N/A
Sharpe Ratio
0.07
N/A
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