Vanguard Russell 2000 Index Fund ETF (VTWO)

89.54 -0.52 (-0.57%) USD  |  NASDAQ  |  Dec 23, 16:00
89.50 -0.04 (-0.04%) After-Hours: 20:00
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VTWO Beta (vs YCharts Benchmark) (5Y)

Beta (vs YCharts Benchmark) (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Beta Definition

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Beta is a risk metric that measures the risk associated with a security in comparison to the risk associated with the market overall. A beta of 1 would signify that the beta is neutral with the market. A common use of beta is within the Capital Asset Pricing Model (CAPM), to find a security's expected return.

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Beta (vs YCharts Benchmark) (5Y) Range, Past 5 Years

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Beta (vs YCharts Benchmark) (5Y) Benchmarks

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Beta (vs YCharts Benchmark) (5Y) Related Metrics

Alpha (5Y) Upgrade
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Alpha (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
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Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade