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Vanguard U.S. Multifactor ETF Shares (VFMF)

Cboe US - Cboe US Real-time price. Currency in USD
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122.43+0.11 (+0.09%)
At close: 12:48PM EDT

Risk statistics

3 yearsVFMFCategory average
5 yearsVFMFCategory average
10 yearsVFMFCategory average
Alpha
-0.47-5.82
-2.43-5.24
0-4.56
BETA
0.940.98
1.021.06
01.07
Mean annual return
0.850.43
1.130.94
00.8
R-squared
77.7881.12
81.6683
082.43
Standard deviation
18.9919.36
20.3821.05
018.01
Sharpe ratio
0.360.09
0.550.43
00.44
Treynor ratio
5.72-0.01
9.596.74
06.23