MGV - Vanguard Mega Cap Value Index Fund ETF Shares

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsMGVCategory Average
5 YearsMGVCategory Average
10 YearsMGVCategory Average
Alpha
-0.790.43
-0.620.71
-0.52-0.34
Beta
0.940.91
0.940.9
0.950.97
Mean Annual Return
0.990.88
0.811.25
1.010.64
R-squared
91.3486.29
93.0284.94
94.4288.42
Standard Deviation
12.0310.58
11.5610.81
12.2215.87
Sharpe Ratio
0.861
0.761.38
0.940.43
Treynor Ratio
10.7911.86
9.0617.48
12.045.97