3 YearsVGTCategory Average

5 YearsVGTCategory Average

10 YearsVGTCategory Average

Alpha

9.19.46

6.335.86

6.765.19

Beta

1.131.1

1.011.05

0.981.04

Mean Annual Return

1.321.13

1.411.22

1.020.88

R-squared

73.763.2

64.5762.13

79.3972.67

Standard Deviation

14.1215.69

12.5115.41

18.6820.82

Sharpe Ratio

1.10.86

1.330.95

0.630.48

Treynor Ratio

13.8511.9

17.0313.74

10.817.7