BATS
VFVA
Oct 21, Last price
158.01USD
1D
-0.42%
1Q
4.02%
Name
Vanguard U.S. Value Factor ETF
Chart & performance
Div yield, %
1.79%
Expense ratio
0.13%
AUM
776m
Beta (realized)
1.11
Beta (adj.)
0.86
Sharp Ratio
0.26
Sortino Ratio
0.25
Std Dev
24.10%
VaR (95%, 1D)
2.16%
CVaR (99%, 1D)
6.73%
VaR (99%, 30D)
31.88%
MDD
-50.67%
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