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VFMO: Vanguard U.S. Momentum Factor (ETF)
Basic Info 148.72 0.65(0.44%) May 10
Asset Class: | LARGE GROWTH |
MyPlanIQ Rating: | (0%) |
Start Date: | 02/20/2018 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 0.87% |
Expenses | 0.13% |
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Performance Analytics (As of 05/10/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 07/10/2019 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.7 | 13.4 | 34.0 | 7.1 | 14.4 | 13.5 | 16.2 | -12.8 | 19.2 | 31.4 | 28.2 | -11.0 |
Sharpe Ratio | NA | 2.08 | 1.76 | 0.23 | 0.52 | 0.45 | 0.72 | -0.58 | 0.83 | 0.83 | 1.98 | -0.65 |
Draw Down(%) | NA | 8.3 | 15.8 | 25.8 | 36.8 | 36.8 | 15.8 | 21.5 | 11.2 | 36.8 | 6.8 | 27.2 |
Standard Deviation(%) | NA | 18.2 | 17.2 | 20.6 | 24.7 | 23.8 | 16.8 | 24.7 | 23.0 | 37.5 | 13.5 | 21.4 |
Treynor Ratio | NA | 0.44 | 0.37 | 0.08 | 0.17 | 0.14 | 0.18 | -0.26 | 0.23 | 0.31 | 0.45 | -0.15 |
Alpha | NA | 0.04 | 0.01 | 0.02 | 0.01 | 0.0 | -0.05 | 0.05 | 0.03 | -0.07 | 0.01 | -0.03 |
Beta | NA | 0.87 | 0.83 | 0.62 | 0.77 | 0.77 | 0.69 | 0.55 | 0.85 | 0.99 | 0.59 | 0.95 |
RSquared | NA | 0.8 | 0.74 | 0.62 | 0.73 | 0.73 | 0.6 | 0.68 | 0.63 | 0.9 | 0.63 | 0.87 |
Yield(%) | N/A | 0.1 | 0.9 | 1.1 | 1.4 | N/A | 1.0 | 1.5 | 1.0 | 0.6 | 1.5 | 0.6 |
Dividend Growth(%) | N/A | -86.2 | -50.7 | N/A | N/A | N/A | -41.1 | 82.4 | 111.8 | -51.4 | 123.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/10/2019
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