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Vanguard U.S. Multifactor ETF Shares (VFMF)

Cboe US - Cboe US Real Time Price. Currency in USD
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122.32+0.29 (+0.24%)
At close: 03:40PM EDT
122.44 0.00 (0.00%)
After hours: 04:00PM EDT

Risk Statistics

3 YearsVFMFCategory Average
5 YearsVFMFCategory Average
10 YearsVFMFCategory Average
Alpha
0.04-5.08
-1.49-4.47
0-4
BETA
0.950.99
1.031.07
01.07
Mean Annual Return
0.860.46
1.271.07
00.83
R-squared
79.0282.37
83.184.12
083.03
Standard Deviation
18.9719.39
20.5221.21
018.02
Sharpe Ratio
0.380.12
0.640.5
00.47
Treynor Ratio
6.030.56
11.458.35
06.71