Vanguard Russell 2000 Index Fund ETF Shares (VTWO)
NasdaqGM - NasdaqGM Real-time price. Currency in USD
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As of 12:39PM EDT. Market open.
Risk statistics
3 yearsVTWOCategory average
5 yearsVTWOCategory average
10 yearsVTWOCategory average
Alpha
-10.7-7.01
-7.06-5.68
-5.84-5.46
BETA
1.040.99
1.151.12
1.161.12
Mean annual return
0.180.44
0.890.97
0.790.78
R-squared
73.5674.07
77.8177.53
74.5874.12
Standard deviation
21.3920.18
23.8823.29
20.319.74
Sharpe ratio
-0.040.12
0.360.41
0.390.4
Treynor ratio
-2.910.48
5.246.45
5.315.53
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