VMBS - Vanguard Mortgage-Backed Securities Index Fund ETF Shares

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsVMBSCategory Average
5 YearsVMBSCategory Average
10 YearsVMBSCategory Average
Alpha
-0.14-0.78
0.15-0.74
0.36N/A
Beta
0.610.91
0.60.88
0.62N/A
Mean Annual Return
0.280.24
0.20.16
0.24N/A
R-squared
80.8782.14
81.8484.89
77.03N/A
Standard Deviation
2.092.62
2.042.54
2.05N/A
Sharpe Ratio
0.781.08
0.650.76
1.14N/A
Treynor Ratio
2.643.16
2.142.17
3.78N/A