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Vanguard Russell 2000 Value Index Fund ETF Shares (VTWV)

133.04 +0.78 (+0.59%)
At close: April 26 at 4:00 PM EDT
134.77 +1.73 (+1.30%)
After hours: April 26 at 4:35 PM EDT

ETF Summary

The fund advisor employs an indexing investment approach designed to track the performance of the Russell 2000® Value Index. The index is designed to measure the performance of small-capitalization value stocks in the United States. The advisor attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.

Risk Overview

Performance & Risk

YTD Return -2.35%
5y Average Return 6.29%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.01
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VTWVCategory AverageVTWVCategory AverageVTWVCategory Average
Alpha -8.14 -4.09 -6.9 -4.7 -6.27 -5.71
BETA 1.01 0.94 1.16 1.14 1.14 1.13
Mean Annual Return 0.36 0.64 0.92 1.09 0.73 0.77
R-squared 67.61 64.22 72.29 70.2 68.8 67.26
Standard Deviation 21.49 20.52 24.91 25.07 20.78 20.92
Sharpe Ratio 0.07 0.24 0.35 0.43 0.35 0.37
Treynor Ratio -0.81 3.21 5.18 7.14 4.68 5.13

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