VAW - Vanguard Materials ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsVAWCategory Average
5 YearsVAWCategory Average
10 YearsVAWCategory Average
Alpha
-0.85-7.11
-1.43-9.35
-0.39-0.04
Beta
1.221.32
1.261.33
1.221.28
Mean Annual Return
0.720.03
0.550.42
1.020.59
R-squared
66.4961.16
73.2565.69
80.7175.15
Standard Deviation
14.620.01
15.2620.72
19.9725.59
Sharpe Ratio
0.520.05
0.390.31
0.60.26
Treynor Ratio
5.63-0.95
3.983.06
8.542.49