VEA - Vanguard FTSE Developed Markets Index Fund ETF Shares

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk statistics

3 yearsVEACategory average
5 yearsVEACategory average
10 yearsVEACategory average
Alpha
-0.180.72
0.251.34
1.13-0.3
Beta
11.01
0.980.95
0.990.96
Mean annual return
0.190.14
0.30.66
0.590.3
R-squared
97.7591.75
97.1193.83
96.493.95
Standard deviation
16.213.42
14.7113.95
15.3819.03
Sharpe ratio
0.030.15
0.160.57
0.420.14
Treynor ratio
-0.791.18
1.347.64
5.520.97