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Summary
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Holdings
Performance
Risk
VBK - Vanguard Small Cap Growth Index Fund
NYSEArca - NYSEArca Delayed price. Currency in USD
Risk statistics
3 years
VBK
Category average
5 years
VBK
Category average
10 years
VBK
Category average
Alpha
-6.2
-5.25
-5.54
-2.7
-3.78
0.16
BETA
1.03
1.11
1.14
1.1
1.11
1.17
Mean annual return
0.79
0.4
0.71
0.99
0.85
0.75
R-squared
72.38
62.43
80.9
68.03
77.73
81.99
Standard deviation
21.86
15.1
23.54
13.72
18.7
19.7
Sharpe ratio
0.37
0.32
0.3
0.86
0.49
0.42
Treynor ratio
5.9
3.36
3.89
10.51
7.01
5.53
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