MGC - Vanguard Mega Cap ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsMGCCategory Average
5 YearsMGCCategory Average
10 YearsMGCCategory Average
Alpha
0.16-0.65
0.05-0.48
0.110.15
Beta
10.98
11
0.981
Mean Annual Return
0.960.86
1.271.28
0.770.69
R-squared
99.8394.06
99.8295.34
99.8896.99
Standard Deviation
10.1110.9
9.4711.38
14.815.42
Sharpe Ratio
1.10.94
1.571.34
0.60.48
Treynor Ratio
11.1410.38
15.5515.73
8.36.54