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Thu, 20 Jun, 2013 3:40PM - India Markets close in 20 mins.
BSE
2.80%
NSE
2.86%
More On VTV
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Vanguard Value ETF (VTV)
-
NYSEArca
68.89
20 Jun 1:30AM
Add to Portfolio
Risk
as of 31-Mar-2013
Get Risk for:
Risk (Modern Portfolio Theory) Statistics
3 Years
Statistic
VTV
Category
Alpha (against Standard Index)
-0.31
N/A
Beta (against Standard Index)
0.98
N/A
Mean Annual Return
1.05
N/A
R-squared (against Standard Index)
97.14
N/A
Standard Deviation
14.99
N/A
Sharpe Ratio
0.83
N/A
5 Years
Statistic
VTV
Category
Alpha (against Standard Index)
-1.02
N/A
Beta (against Standard Index)
1.02
N/A
Mean Annual Return
0.55
N/A
R-squared (against Standard Index)
97.22
N/A
Standard Deviation
19.61
N/A
Sharpe Ratio
0.32
N/A
1186550025