VMNIX
Vanguard Market Neutral-Inst
$13.80
-0.09 (-0.65%)
Currency in USD / Last Updated: 5/7/2024
| Category | Market Neutral |
|---|---|
| Market Cap | 505.298M |
| 52 Week High | 14.09 |
| 52 Week Low | 11.368 |
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Key Data
| Symbol | VMNIX |
|---|---|
| Type | Mutual Fund |
| Category | Market Neutral |
| Price | 13.8 |
| Price Yesterday | 13.89 |
| Market Cap | 505.30 |
| YTD Return | 4.77% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 5000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0177 |
Overview
| 52 Week High | 14.09 |
|---|---|
| 52 Week Low | 11.37 |
| Market Cap | 505.30M |
| Shares Outstanding | 36.62M |
| Income Dividend Yield | 4.95% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 4.95% |
Returns Annualized
| One Day | -80.60% |
|---|---|
| Five Days | -58.10% |
| One Months | -19.92% |
| Three Months | 3.25% |
| Six Months | 11.86% |
| Nine Months | 20.32% |
| One Year | 21.21% |
| Three Years | 14.32% |
| Five Years | 7.45% |
| Ten Years | 3.25% |
| YTD | 14.28% |
| Since Inception | 3.30% |
Returns Total
| One Day | -0.65% |
|---|---|
| Five Days | -1.71% |
| One Month | -1.92% |
| Three Months | 0.79% |
| Six Months | 5.67% |
| Nine Months | 14.87% |
| One Year | 21.19% |
| Three Years | 49.19% |
| Five Years | 43.12% |
| Ten Years | 37.63% |
| YTD | 4.77% |
| Since Inception | 128.40% |
Yearly Returns
| 2024 | 4.77% |
|---|---|
| 2023 | 12.33% |
| 2022 | 13.47% |
| 2021 | 23.39% |
| 2020 | -11.58% |
| 2019 | -9.47% |
| 2018 | 0.65% |
| 2017 | -4.83% |
| 2016 | 2.70% |
| 2015 | 5.53% |
Risk against SP-DA
| Alpha | 13.49% |
|---|---|
| Beta | 0.11 |
| Correlation | 19.33% |
| Downside Deviation | 0.75% |
| Coefficient of determination | 3.74% |
| Standard Deviation | 1.84% |
| Sharpe Ratio | -0.97 |
| Sortino | -8.28 |
| Treynor | 149.04 |
| Ulcer Index | 0.89 |
| Ulcer Performance Index | -6.99 |