VANGUARD ESG U.S. STOCK ETF ETFs
Publish date: 2024-07-19
| Alpha 1 Year | -0.04 |
| Alpha 3 Years | -0.06 |
| Alpha 5 Years | -0.07 |
| Average Gain 1 Year | 4.42 |
| Average Gain 3 Years | 4.67 |
| Average Gain 5 Years | 4.54 |
| Average Loss 1 Year | -3.62 |
| Average Loss 3 Years | -4.84 |
| Average Loss 5 Years | -4.85 |
| Batting Average 1 Year | 33.33 |
| Batting Average 3 Years | 27.78 |
| Batting Average 5 Years | 21.67 |
| Beta 1 Year | 1.00 |
| Beta 3 Years | 1.00 |
| Beta 5 Years | 1.00 |
| Capture Ratio Down 1 Year | 100.06 |
| Capture Ratio Down 3 Years | 100.03 |
| Capture Ratio Down 5 Years | 100.06 |
| Capture Ratio Up 1 Year | 99.89 |
| Capture Ratio Up 3 Years | 99.85 |
| Capture Ratio Up 5 Years | 99.81 |
| Correlation 1 Year | 100.00 |
| Correlation 3 Years | 100.00 |
| Correlation 5 Years | 100.00 |
| High 1 Year | 100.72 |
| Information Ratio 1 Year | -1.46 |
| Information Ratio 3 Years | -1.76 |
| Information Ratio 5 Years | -2.37 |
| Low 1 Year | 71.94 |
| Maximum Loss 1 Year | -9.34 |
| Maximum Loss 3 Years | -27.79 |
| Maximum Loss 5 Years | -27.79 |
| Performance Current Year | 13.70 |
| Performance since Inception | 106.51 |
| Risk adjusted Return 3 Years | 0.70 |
| Risk adjusted Return 5 Years | 8.43 |
| Risk adjusted Return Since Inception | 5.34 |
| R-Squared (R²) 1 Year | 100.00 |
| R-Squared (R²) 3 Years | 100.00 |
| R-Squared (R²) 5 Years | 100.00 |
| Sortino Ratio 1 Year | 2.41 |
| Sortino Ratio 3 Years | 0.45 |
| Sortino Ratio 5 Years | 1.17 |
| Tracking Error 1 Year | 0.04 |
| Tracking Error 3 Years | 0.03 |
| Tracking Error 5 Years | 0.04 |
| Trailing Performance 1 Month | -0.55 |
| Trailing Performance 1 Week | -2.54 |
| Trailing Performance 1 Year | 20.24 |
| Trailing Performance 2 Years | 35.64 |
| Trailing Performance 3 Months | 8.68 |
| Trailing Performance 3 Years | 21.99 |
| Trailing Performance 4 Years | 69.76 |
| Trailing Performance 5 Years | 94.00 |
| Trailing Performance 6 Months | 10.10 |
| Trailing Return 1 Month | 1.08 |
| Trailing Return 1 Year | 21.95 |
| Trailing Return 2 Months | 5.26 |
| Trailing Return 2 Years | 17.41 |
| Trailing Return 3 Months | 10.46 |
| Trailing Return 3 Years | 7.43 |
| Trailing Return 4 Years | 14.38 |
| Trailing Return 5 Years | 14.77 |
| Trailing Return 6 Months | 13.91 |
| Trailing Return 9 Months | 34.51 |
| Trailing Return Since Inception | 13.47 |
| Trailing Return YTD - Year to Date | 15.56 |
| Treynor Ratio 1 Year | 22.31 |
| Treynor Ratio 3 Years | 4.22 |
| Treynor Ratio 5 Years | 13.39 |
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