VEA - Vanguard FTSE Developed Markets ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsVEACategory Average
5 YearsVEACategory Average
10 YearsVEACategory Average
Alpha
1.460.72
2.111.34
0.45-0.3
Beta
0.911.01
0.960.95
0.970.96
Mean Annual Return
0.530.14
0.770.66
0.290.3
R-squared
95.5791.75
95.0293.83
96.1193.95
Standard Deviation
11.4513.42
11.3213.95
18.8919.03
Sharpe Ratio
0.530.15
0.790.57
0.160.14
Treynor Ratio
6.061.18
9.097.64
1.340.97