VEA - Vanguard FTSE Developed Markets ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk statistics

3 yearsVEACategory average
5 yearsVEACategory average
10 yearsVEACategory average
Alpha
-0.060.72
0.751.34
0.53-0.3
Beta
0.981.01
0.940.95
0.990.96
Mean annual return
0.520.14
0.240.66
0.510.3
R-squared
97.2991.75
96.593.83
96.1393.95
Standard deviation
11.3513.42
12.1113.95
14.7219.03
Sharpe ratio
0.410.15
0.150.57
0.380.14
Treynor ratio
4.221.18
1.27.64
4.710.97