MGC - Vanguard Mega Cap Index Fund ETF Shares

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsMGCCategory Average
5 YearsMGCCategory Average
10 YearsMGCCategory Average
Alpha
0.53-0.65
0.22-0.48
0.010.15
Beta
0.990.98
11
0.991
Mean Annual Return
1.210.86
0.931.28
1.210.69
R-squared
99.8294.06
99.8295.34
99.8496.99
Standard Deviation
12.0810.9
11.9811.38
12.6215.42
Sharpe Ratio
1.080.94
0.851.34
1.110.48
Treynor Ratio
13.3310.38
10.0415.73
14.216.54