VMNFX
Vanguard Market Neutral-Inv
$13.74
0.03 (0.22%)
Currency in USD / Last Updated: 7/9/2024
| Category | Market Neutral |
|---|---|
| Market Cap | 480.201M |
| 52 Week High | 14.14 |
| 52 Week Low | 11.85 |
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Key Data
| Symbol | VMNFX |
|---|---|
| Type | Mutual Fund |
| Category | Market Neutral |
| Price | 13.74 |
| Price Yesterday | 13.71 |
| Market Cap | 480.20 |
| YTD Return | 3.90% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 50000 |
| Redeption Fee | 0 |
| Prospectus | 0.018 |
Overview
| 52 Week High | 14.14 |
|---|---|
| 52 Week Low | 11.85 |
| Market Cap | 480.20M |
| Shares Outstanding | 34.95M |
| Income Dividend Yield | 4.94% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 4.94% |
Returns Annualized
| One Day | 73.56% |
|---|---|
| Five Days | -46.23% |
| One Months | -16.66% |
| Three Months | -5.71% |
| Six Months | 4.85% |
| Nine Months | 8.28% |
| One Year | 15.32% |
| Three Years | 14.59% |
| Five Years | 7.74% |
| Ten Years | 3.08% |
| YTD | 7.71% |
| Since Inception | 3.08% |
Returns Total
| One Day | 0.22% |
|---|---|
| Five Days | -1.22% |
| One Month | -1.43% |
| Three Months | -1.43% |
| Six Months | 2.35% |
| Nine Months | 6.08% |
| One Year | 15.31% |
| Three Years | 50.15% |
| Five Years | 45.01% |
| Ten Years | 35.32% |
| YTD | 3.90% |
| Since Inception | 117.16% |
Yearly Returns
| 2024 | 3.90% |
|---|---|
| 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 | 9.92% |
|---|---|
| Beta | 0 |
| Correlation | 0.15% |
| Downside Deviation | 1.09% |
| Coefficient of determination | 0.00% |
| Standard Deviation | 1.82% |
| Sharpe Ratio | -2.12 |
| Sortino | -12.34 |
| Treynor | -999.99 |
| Ulcer Index | 1.26 |
| Ulcer Performance Index | -10.64 |