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
-13.04-0.03
-7.630
-12.28-0.06
Beta
0.840
0.880.01
1.110.01
Mean Annual Return
-0.42-0
-0.210
-0.11-0
R-squared
15.350.03
11.740.05
27.340.07
Standard Deviation
23.290.27
29.560.36
28.430.32
Sharpe Ratio
-0.28-0
-0.110
-0.06-0
Treynor Ratio
-10.470.37
-8.28-0.06
-5.08-0.11