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Vanguard US Multifactor ETF (VFMF)
Cboe US - Cboe US Real-time price. Currency in USD
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120.54
-1.43
(-1.17%)
At close: 03:52PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
VFMF
Category average
5 years
VFMF
Category average
10 years
VFMF
Category average
Alpha
0.04
-5.08
-1.49
-4.47
0
-4
BETA
0.95
0.99
1.03
1.07
0
1.07
Mean annual return
0.86
0.46
1.27
1.07
0
0.83
R-squared
79.02
82.37
83.1
84.12
0
83.03
Standard deviation
18.97
19.39
20.52
21.21
0
18.02
Sharpe ratio
0.38
0.12
0.64
0.5
0
0.47
Treynor ratio
6.03
0.56
11.45
8.35
0
6.71
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