NYSEArca - Delayed Quote USD

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

211.20 +3.46 (+1.67%)
At close: November 21 at 4:00 PM EST
211.50 +0.30 (+0.14%)
After hours: November 21 at 6:59 PM EST

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 17.16%
5y Average Return 11.64%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.04
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VBRCategory AverageVBRCategory AverageVBRCategory Average
Alpha -2.23 -3.42 -4.42 -4.56 -4.33 -5.26
BETA 1.04 0.99 1.14 1.12 1.12 1.11
Mean Annual Return 0.68 0.56 1.11 1.07 0.88 0.79
R-squared 72.28 62.12 75.2 65.88 76.04 65.35
Standard Deviation 20.91 21.46 23.61 24.78 19.61 21.03
Sharpe Ratio 0.2 0.13 0.46 0.42 0.45 0.37
Treynor Ratio 2.16 0.7 7.45 7.09 6.37 5.18

Related Tickers