VMBS - Vanguard Mortgage-Backed Securities Index Fund ETF Shares

NasdaqGS - NasdaqGS Real Time Price. Currency in USD

Risk Statistics

3 YearsVMBSCategory Average
5 YearsVMBSCategory Average
10 YearsVMBSCategory Average
Alpha
-0.09-0.78
0.16-0.74
0.4N/A
Beta
0.650.91
0.60.88
0.64N/A
Mean Annual Return
0.260.24
0.20.16
0.25N/A
R-squared
83.1382.14
82.0684.89
78.29N/A
Standard Deviation
2.082.62
2.042.54
2.07N/A
Sharpe Ratio
0.681.08
0.660.76
1.16N/A
Treynor Ratio
2.173.16
2.222.17
3.8N/A