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Vanguard Funds Public Limited Company - Vanguard Global Value Factor UCITS ETF (VVAL.L)

LSE - LSE Delayed price. Currency in GBP
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27.35+0.10 (+0.38%)
At close: 10:22AM GMT

Risk statistics

3 yearsVVAL.LCategory average
5 yearsVVAL.LCategory average
10 yearsVVAL.LCategory average
Alpha
-13.98N/A
N/AN/A
N/AN/A
Beta
1.4N/A
N/AN/A
N/AN/A
Mean annual return
-0.25N/A
N/AN/A
N/AN/A
R-squared
91.1N/A
N/AN/A
N/AN/A
Standard deviation
24.76N/A
N/AN/A
N/AN/A
Sharpe ratio
-0.19N/A
N/AN/A
N/AN/A
Treynor ratio
-5.47N/A
N/AN/A
N/AN/A