Nasdaq - Delayed Quote
USD
Vanguard Global Minimum Volatility Admr (VMNVX)
36.16
+0.11
(+0.31%)
At close: 8:07:21 PM EST
Fund Summary
The fund invests primarily in U.S. and foreign stocks that are expected to generate lower volatility relative to the global equity market. The portfolio will include a diverse mix of companies located in many different countries and representing many different market sectors and industry groups. It generally will seek to hedge most of its currency exposure back to the U.S. dollar to reduce overall portfolio volatility.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 22.66% |
|---|---|
| Worst 1Y Total Return | -- |
| Number of Years Up | 9 |
| Number of Years Down | 3 |
Performance & Risk
| YTD Return | 14.34% |
| 5y Average Return | 9.27% |
| Rank in Category (ytd) | 74 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.43 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
VMNVX | Category Average | VMNVX | Category Average | VMNVX | Category Average |
|
Alpha
|
1.9 | -0.01 | 0.66 | -0.01 | -0.49 | -0 |
|
BETA
|
0.43 | 0.01 | 0.51 | 0.01 | 0.6 | 0.01 |
|
Mean Annual Return
|
1.11 | 0.01 | 0.73 | 0.01 | 0.69 | 0.01 |
|
R-squared
|
46.94 | 0.95 | 65.68 | 0.93 | 73.22 | 0.91 |
|
Standard Deviation
|
7.58 | 0.18 | 9.33 | 0.15 | 10.42 | 0.15 |
|
Sharpe Ratio
|
1.16 | 0.01 | 0.52 | 0.01 | 0.55 | 0.01 |
|
Treynor Ratio
|
21.42 | 0.12 | 9.14 | 0.12 | 8.97 | 0.09 |
