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Vanguard US Multifactor ETF (VFMF)

Cboe US - Cboe US Real-time price. Currency in USD
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124.36+1.11 (+0.90%)
At close: 02:50PM EDT

Risk statistics

3 yearsVFMFCategory average
5 yearsVFMFCategory average
10 yearsVFMFCategory average
Alpha
0.93-4.61
-1.6-4.16
0-3.92
BETA
0.950.99
1.031.07
01.07
Mean annual return
0.830.39
1.080.9
00.82
R-squared
78.5382.34
83.6484.55
083.1
Standard deviation
18.9119.31
20.8721.48
018.01
Sharpe ratio
0.360.08
0.510.4
00.47
Treynor ratio
5.69-0.2
8.86.19
06.57