VMNFX
Vanguard Market Neutral-Inv
$13.96
0.00 (0.00%)
Currency in USD / Last Updated: 4/17/2024
| Category | Market Neutral |
|---|---|
| Market Cap | 499.633M |
| 52 Week High | 14.14 |
| 52 Week Low | 11.403 |
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Key Data
| Symbol | VMNFX |
|---|---|
| Type | Mutual Fund |
| Category | Market Neutral |
| Price | 13.96 |
| Price Yesterday | 13.96 |
| Market Cap | 499.63 |
| YTD Return | 5.57% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 50000 |
| Redeption Fee | 0 |
| Prospectus | 0.0183 |
Overview
| 52 Week High | 14.14 |
|---|---|
| 52 Week Low | 11.40 |
| Market Cap | 499.63M |
| Shares Outstanding | 35.79M |
| Income Dividend Yield | 4.86% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 4.86% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | 28.87% |
| One Months | 11.88% |
| Three Months | 11.55% |
| Six Months | 18.05% |
| Nine Months | 22.73% |
| One Year | 20.64% |
| Three Years | 15.35% |
| Five Years | 7.39% |
| Ten Years | 3.33% |
| YTD | 20.28% |
| Since Inception | 3.17% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | 0.50% |
| One Month | 0.98% |
| Three Months | 2.77% |
| Six Months | 8.57% |
| Nine Months | 16.68% |
| One Year | 20.62% |
| Three Years | 53.34% |
| Five Years | 42.68% |
| Ten Years | 38.68% |
| YTD | 5.57% |
| Since Inception | 120.61% |
Yearly Returns
| 2024 | 5.57% |
|---|---|
| 2023 | 12.24% |
| 2022 | 13.47% |
| 2021 | 23.24% |
| 2020 | -11.58% |
| 2019 | -9.57% |
| 2018 | 0.59% |
| 2017 | -4.89% |
| 2016 | 2.52% |
| 2015 | 5.50% |
Risk against SP-DA
| Alpha | 13.13% |
|---|---|
| Beta | 0.12 |
| Correlation | 22.34% |
| Downside Deviation | 0.87% |
| Coefficient of determination | 4.99% |
| Standard Deviation | 1.84% |
| Sharpe Ratio | -0.35 |
| Sortino | -2.59 |
| Treynor | 125.89 |
| Ulcer Index | 0.94 |
| Ulcer Performance Index | -2.42 |