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Vanguard Mortgage-Backed Securities Index Fund ETF Shares (VMBS)

NasdaqGM - NasdaqGM Real Time Price. Currency in USD
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45.20+0.14 (+0.31%)
At close: 04:00PM EDT
45.20 0.00 (0.00%)
After hours: 04:00PM EDT

Risk Statistics

3 YearsVMBSCategory Average
5 YearsVMBSCategory Average
10 YearsVMBSCategory Average
Alpha
0.03-1
-0.96-0.98
-0.59-0.83
BETA
1.060.9
0.940.86
0.90.85
Mean Annual Return
-0.31-0.31
-0.07-0.05
0.060.04
R-squared
96.8295.31
87.1188.2
86.0487.39
Standard Deviation
7.926.72
6.285.66
4.684.39
Sharpe Ratio
-0.87-1.03
-0.48-0.5
-0.16-0.23
Treynor Ratio
-6.64-7.88
-3.4-3.53
-0.99-1.33