VAW - Vanguard Materials ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsVAWCategory Average

5 YearsVAWCategory Average

10 YearsVAWCategory Average

Alpha

-0.53-7.11

-0.87-9.35

-0.33-0.04

Beta

1.311.32

1.221.33

1.231.28

Mean Annual Return

1.210.03

0.910.42

0.770.59

R-squared

68.1961.16

70.765.69

84.0375.15

Standard Deviation

15.4420.01

14.520.72

2225.59

Sharpe Ratio

0.880.05

0.720.31

0.410.26

Treynor Ratio

10.22-0.95

8.063.06

5.452.49