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
0.6-0.65
0.24-0.48
0.060.15
Beta
0.990.98
11
0.991
Mean Annual Return
1.10.86
0.881.28
1.120.69
R-squared
99.8294.06
99.8295.34
99.8496.99
Standard Deviation
12.0810.9
11.9211.38
12.4715.42
Sharpe Ratio
0.960.94
0.81.34
1.030.48
Treynor Ratio
11.8110.38
9.3915.73
12.986.54