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(VEVIX)

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Risk overview

Morningstar risk rating★★
Number of years up11
Number of years down2
Best 1-yr total return (24 Jun 2024)34.88%
Worst 1-yr total return (24 Jun 2024)N/A

Risk statistics

3 years
VEVIXCategory average
5 years
VEVIXCategory average
10 years
VEVIXCategory average
Alpha
-2.24-0.09
-1.7-0.07
-1.21-0.06
BETA
0.880.01
1.010.01
1.010.01
Mean annual return
0.640.01
1.240.01
10.01
R-squared
78.950.85
81.60.82
82.860.84
Standard deviation
17.680.25
20.370.2
16.860.17
Sharpe ratio
0.250.01
0.620.01
0.620.01
Treynor ratio
3.40.08
11.180.09
9.50.09