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Vanguard Mega Cap Value Index Fund (MGV)
NYSEArca - NYSEArca Delayed price. Currency in USD
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Risk statistics
3 yearsMGVCategory average
5 yearsMGVCategory average
10 yearsMGVCategory average
Alpha
1.14-0.96
-1.23-2.78
-0.71-2.78
BETA
0.760.83
0.860.94
0.880.95
Mean annual return
0.940.82
1.051.02
0.930.83
R-squared
77.8178.1
84.5483.03
86.6684.03
Standard deviation
15.0816.49
17.1719.03
14.2415.69
Sharpe ratio
0.560.42
0.610.53
0.680.55
Treynor ratio
10.167.17
11.189.26
10.518.11
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