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Vanguard US Value Factor ETF (VFVA)

Cboe US - Cboe US Real-time price. Currency in USD
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117.08-0.70 (-0.59%)
At close: 03:57PM EDT

Risk statistics

3 yearsVFVACategory average
5 yearsVFVACategory average
10 yearsVFVACategory average
Alpha
0.13-2.61
-3.14-4.16
0-4.5
BETA
0.990.93
1.221.08
01.07
Mean annual return
0.780.52
1.140.91
00.76
R-squared
65.2674.25
73.3678.4
078.43
Standard deviation
21.4919.06
26.3522.48
018.36
Sharpe ratio
0.290.17
0.440.39
00.42
Treynor ratio
4.291.57
6.896.03
05.86