NYSEArca - Nasdaq Real Time Price USD

Vanguard Small-Cap Value Index Fund ETF Shares (VBR)

187.89
-5.33
(-2.76%)
At close: 4:00:00 PM EDT
187.76
-0.13
(-0.07%)
After hours: 5:24:53 PM EDT

ETF Summary

The fund advisor employs an indexing investment approach designed to track the performance of the CRSP US Small Cap Value Index, a broadly diversified index of value stocks of small U.S. companies. The advisor attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.

Risk Overview

Performance & Risk

YTD Return -1.86%
5y Average Return 16.48%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.16
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
VBRCategory AverageVBRCategory AverageVBRCategory Average
Alpha -6.64 -8.2 -0.74 -1.05 -5.13 -5.96
BETA 1.16 1.12 1.05 1.02 1.14 1.13
Mean Annual Return 0.62 0.47 1.32 1.26 0.77 0.69
R-squared 75.37 66.01 70.9 60.16 76.74 67.26
Standard Deviation 21.74 22.52 20.13 21.18 20.04 21.23
Sharpe Ratio 0.13 0.05 0.64 0.58 0.36 0.3
Treynor Ratio 0.55 -1.17 11.32 10.78 4.79 3.76

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