Advertisement
U.S. Markets closed

Vanguard U.S. Momentum Factor ETF ETF Shares (VFMO)

Cboe US - Cboe US Real Time Price. Currency in USD
165.90-0.62 (-0.37%)
At close: 03:59PM EDT

Risk Statistics

3 YearsVFMOCategory Average
5 YearsVFMOCategory Average
10 YearsVFMOCategory Average
Alpha
-2.46-11.56
-0.08-5.34
0-3.06
BETA
1.041.11
1.041.1
01.08
Mean Annual Return
0.90.19
1.421.05
00.97
R-squared
79.9179.06
80.8978.35
078.78
Standard Deviation
20.4522.14
20.8322.6
018.61
Sharpe Ratio
0.34-0.06
0.70.45
00.54
Treynor Ratio
4.99-3.19
12.947.38
08.06