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Summary
Historical data
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Holdings
Performance
Risk
VOO - Vanguard 500 Index Fund
NYSEArca - Nasdaq Real-time price. Currency in USD
Risk statistics
3 years
VOO
Category average
5 years
VOO
Category average
10 years
VOO
Category average
Alpha
-0.04
-0.65
-0.04
-0.48
-0.04
0.15
BETA
1
0.98
1
1
1
1
Mean annual return
1.27
0.86
1.05
1.28
1.05
0.69
R-squared
100
94.06
100
95.34
100
96.99
Standard deviation
18.03
10.9
18.64
11.38
14.85
15.42
Sharpe ratio
0.77
0.94
0.59
1.34
0.78
0.48
Treynor ratio
13.18
10.38
9.84
15.73
11.18
6.54
Data disclaimer
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