XNAS
VTWV
Oct 20, Last price
186.02USD
1D
-0.37%
1Q
-6.93%
Jan 2017
77.71%
Name
Vanguard Russell 2000 Value ETF
Chart & performance
Div yield, %
1.56%
Expense ratio
0.06%
AUM
897m
Beta (realized)
1.09
Beta (adj.)
0.91
Sharp Ratio
0.16
Sortino Ratio
0.16
Std Dev
24.65%
VaR (95%, 1D)
2.24%
CVaR (99%, 1D)
6.37%
VaR (99%, 30D)
29.89%
MDD
-47.32%
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