VTV - Vanguard Value ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsVTVCategory Average
5 YearsVTVCategory Average
10 YearsVTVCategory Average
Alpha
-0.210.43
0.060.71
-0.77-0.34
Beta
0.960.91
0.970.9
1.010.97
Mean Annual Return
0.890.88
1.241.25
0.720.64
R-squared
92.3986.29
9384.94
96.2288.42
Standard Deviation
10.0610.58
9.5610.81
15.4615.87
Sharpe Ratio
1.021
1.521.38
0.530.43
Treynor Ratio
10.6711.86
15.5217.48
7.275.97