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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

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