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
-7.090.03
-7.88-0
-11.84-0.06
Beta
0.930
0.880.01
1.160.01
Mean Annual Return
0.240.01
-0.150
0.20
R-squared
10.220.03
10.840.06
30.490.08
Standard Deviation
29.180.33
29.440.36
29.330.34
Sharpe Ratio
0.060
-0.090
0.070
Treynor Ratio
-2.450.05
-7.43-0.05
-1.89-0.05