VAW - Vanguard Materials Index Fund

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsVAWCategory Average
5 YearsVAWCategory Average
10 YearsVAWCategory Average
Alpha
-1.12-7.11
-0.64-9.35
0.49-0.04
Beta
1.241.32
1.21.33
1.221.28
Mean Annual Return
0.760.03
0.880.42
0.730.59
R-squared
66.7461.16
70.6565.69
83.8475.15
Standard Deviation
16.4320.01
14.8220.72
22.2625.59
Sharpe Ratio
0.520.05
0.690.31
0.380.26
Treynor Ratio
6.09-0.95
7.923.06
5.032.49