VAW - Vanguard Materials ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsVAWCategory Average
5 YearsVAWCategory Average
10 YearsVAWCategory Average
Alpha
0.04-7.11
0.07-9.35
-0.14-0.04
Beta
1.231.32
1.211.33
1.231.28
Mean Annual Return
0.860.03
0.960.42
0.70.59
R-squared
65.4661.16
71.1465.69
84.1875.15
Standard Deviation
16.2320.01
14.6320.72
22.0625.59
Sharpe Ratio
0.590.05
0.760.31
0.370.26
Treynor Ratio
7.01-0.95
8.73.06
4.712.49