VGPMX - Vanguard Global Capital Cycles Fund Investor Shares

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating
Number of Years Up17
Number of Years Down17
Best 1 Yr Total Return (Feb 3, 2019)76.46%
Worst 1 Yr Total Return (Feb 3, 2019)-56.02%

Risk Statistics

3 Years
VGPMXCategory Average
5 Years
VGPMXCategory Average
10 Years
VGPMXCategory Average
Alpha
-19.08-0.09
-8.22-0.01
-11.58-0.04
Beta
0.980.01
0.90.01
1.120.01
Mean Annual Return
-0.63-0
-0.170
0.020
R-squared
26.530.07
12.90.06
27.920.07
Standard Deviation
21.70.26
29.670.35
28.520.33
Sharpe Ratio
-0.42-0
-0.10
-0.010
Treynor Ratio
-11.06-0.13
-7.75-0.06
-3.77-0.05