MGK - Vanguard Mega Cap Growth ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsMGKCategory Average
5 YearsMGKCategory Average
10 YearsMGKCategory Average
Alpha
0.53-0.19
0.07-0.12
1.411.99
Beta
1.061.05
1.051.05
0.981.04
Mean Annual Return
1.050.97
1.331.38
0.880.88
R-squared
90.4989.09
90.1890.29
94.4191.36
Standard Deviation
11.2412.1
10.4612.36
15.2816.71
Sharpe Ratio
1.080.96
1.51.34
0.670.58
Treynor Ratio
11.4610.86
15.5416.11
9.668.25