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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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150.35-0.52 (-0.34%)
At close: 04:00PM EDT
151.00 +0.65 (+0.43%)
After hours: 05:29PM EDT

Risk statistics

3 yearsVFMOCategory average
5 yearsVFMOCategory average
10 yearsVFMOCategory average
Alpha
-3.68-12.02
-0.98-6.19
0-3.48
BETA
1.031.1
1.041.1
01.08
Mean annual return
0.64-0.01
1.270.9
00.9
R-squared
79.2179.51
80.3878.4
079.13
Standard deviation
20.6322.25
20.9122.66
018.73
Sharpe ratio
0.21-0.14
0.620.38
00.5
Treynor ratio
2.28-5.03
11.185.82
07.28