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VFMO: Vanguard U.S. Momentum Factor (ETF)
Basic Info 151.28 0.13(0.09%) March 28
Asset Class: | LARGE GROWTH |
MyPlanIQ Rating: | (0%) |
Start Date: | 02/20/2018 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 1.04% |
Expenses | 0.13% |
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Performance Analytics (As of 03/27/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 07/10/2019 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.1 | 15.3 | 39.3 | 8.6 | 15.3 | 14.3 | 16.2 | -12.8 | 19.2 | 31.4 | 28.2 | -11.0 |
Sharpe Ratio | NA | 4.37 | 2.14 | 0.31 | 0.56 | 0.47 | 0.72 | -0.58 | 0.83 | 0.83 | 1.98 | -0.65 |
Draw Down(%) | NA | 3.7 | 15.8 | 25.8 | 36.8 | 36.8 | 15.8 | 21.5 | 11.2 | 36.8 | 6.8 | 27.2 |
Standard Deviation(%) | NA | 17.8 | 16.7 | 20.7 | 24.6 | 23.9 | 16.8 | 24.7 | 23.0 | 37.5 | 13.5 | 21.4 |
Treynor Ratio | NA | 0.91 | 0.45 | 0.11 | 0.18 | 0.15 | 0.18 | -0.26 | 0.23 | 0.31 | 0.45 | -0.15 |
Alpha | NA | 0.07 | 0.01 | 0.02 | 0.01 | 0.0 | -0.05 | 0.05 | 0.03 | -0.07 | 0.01 | -0.03 |
Beta | NA | 0.86 | 0.79 | 0.61 | 0.75 | 0.77 | 0.69 | 0.55 | 0.85 | 0.99 | 0.59 | 0.95 |
RSquared | NA | 0.77 | 0.69 | 0.61 | 0.71 | 0.73 | 0.6 | 0.68 | 0.63 | 0.9 | 0.63 | 0.87 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/10/2019
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