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Vanguard U.S. Momentum Factor ETF ETF Shares (VFMO)

Cboe US - Cboe US Delayed price. Currency in USD
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150.15+0.12 (+0.08%)
At close: 04:00PM EDT

Risk statistics

3 yearsVFMOCategory average
5 yearsVFMOCategory average
10 yearsVFMOCategory average
Alpha
-2.78-10.33
-0.58-5.75
0-3.03
BETA
1.041.11
1.041.1
01.09
Mean annual return
0.680.1
1.361.01
00.93
R-squared
79.9479.51
80.9779.1
079.16
Standard deviation
20.6522.44
21.0222.86
018.8
Sharpe ratio
0.24-0.08
0.670.44
00.51
Treynor ratio
2.95-3.73
12.427.05
07.62