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
-16.32-0.08
-8.04-0.02
-11.98-0.06
Beta
0.860
0.870.01
1.170.01
Mean Annual Return
-0.54-0
-0.130
0.120
R-squared
13.30.03
10.790.05
29.460.09
Standard Deviation
23.780.28
29.440.36
29.120.34
Sharpe Ratio
-0.33-0
-0.080
0.030
Treynor Ratio
-11.84-0.89
-7.3-0.09
-2.72-0.05