VANGUARD CALIFORNIA MUNICIPAL MONEY MARKET FUND INVESTOR SHARES
Publish date: 2024-07-11
Alpha 1 Year | -2.71 |
Alpha 10 Years | -0.65 |
Alpha 15 Years | -0.52 |
Alpha 20 Years | -0.65 |
Alpha 3 Years | -1.43 |
Alpha 5 Years | -0.91 |
Average Gain 1 Year | 0.23 |
Average Gain 10 Years | 0.07 |
Average Gain 15 Years | 0.05 |
Average Gain 20 Years | 0.09 |
Average Gain 3 Years | 0.14 |
Average Gain 5 Years | 0.10 |
Batting Average 1 Year | 0.00 |
Batting Average 10 Years | 5.00 |
Batting Average 15 Years | 4.44 |
Batting Average 20 Years | 6.25 |
Batting Average 3 Years | 2.78 |
Batting Average 5 Years | 6.67 |
Beta 1 Year | -0.09 |
Beta 10 Years | 2.26 |
Beta 15 Years | 2.48 |
Beta 20 Years | 0.91 |
Beta 3 Years | 0.92 |
Beta 5 Years | 1.91 |
Capture Ratio Down 1 Year | 0.00 |
Capture Ratio Down 10 Years | 0.00 |
Capture Ratio Down 15 Years | 0.00 |
Capture Ratio Down 20 Years | 0.00 |
Capture Ratio Down 3 Years | 0.00 |
Capture Ratio Down 5 Years | 0.00 |
Capture Ratio Up 1 Year | 52.68 |
Capture Ratio Up 10 Years | 55.70 |
Capture Ratio Up 15 Years | 54.59 |
Capture Ratio Up 20 Years | 61.18 |
Capture Ratio Up 3 Years | 52.95 |
Capture Ratio Up 5 Years | 53.85 |
Correlation 1 Year | -6.64 |
Correlation 10 Years | 58.61 |
Correlation 15 Years | 61.86 |
Correlation 20 Years | 45.37 |
Correlation 3 Years | 20.58 |
Correlation 5 Years | 52.35 |
High 1 Year | 1.00 |
Information Ratio 1 Year | -22.43 |
Information Ratio 10 Years | -2.89 |
Information Ratio 15 Years | -2.37 |
Information Ratio 20 Years | -2.97 |
Information Ratio 3 Years | -4.66 |
Information Ratio 5 Years | -3.35 |
Low 1 Year | 1.00 |
Performance Current Year | 1.67 |
Performance since Inception | 115.02 |
R-Squared (R²) 1 Year | 0.44 |
R-Squared (R²) 10 Years | 34.35 |
R-Squared (R²) 15 Years | 38.27 |
R-Squared (R²) 20 Years | 20.59 |
R-Squared (R²) 3 Years | 4.24 |
R-Squared (R²) 5 Years | 27.40 |
Sortino Ratio 1 Year | -3.45 |
Sortino Ratio 10 Years | -2.07 |
Sortino Ratio 15 Years | -1.72 |
Sortino Ratio 20 Years | -1.87 |
Sortino Ratio 3 Years | -2.86 |
Sortino Ratio 5 Years | -2.37 |
Tracking Error 1 Year | 0.12 |
Tracking Error 10 Years | 0.24 |
Tracking Error 15 Years | 0.21 |
Tracking Error 20 Years | 0.23 |
Tracking Error 3 Years | 0.32 |
Tracking Error 5 Years | 0.31 |
Trailing Performance 1 Month | 0.22 |
Trailing Performance 1 Week | 0.05 |
Trailing Performance 1 Year | 2.85 |
Trailing Performance 10 Years | 9.39 |
Trailing Performance 2 Years | 5.07 |
Trailing Performance 3 Months | 0.72 |
Trailing Performance 3 Years | 5.27 |
Trailing Performance 4 Years | 5.29 |
Trailing Performance 5 Years | 6.17 |
Trailing Performance 6 Months | 1.48 |
Trailing Return 1 Month | 0.25 |
Trailing Return 1 Year | 2.83 |
Trailing Return 10 Years | 0.88 |
Trailing Return 15 Years | 0.61 |
Trailing Return 2 Months | 0.52 |
Trailing Return 2 Years | 2.43 |
Trailing Return 20 Years | 1.05 |
Trailing Return 3 Months | 0.78 |
Trailing Return 3 Years | 1.66 |
Trailing Return 4 Years | 1.25 |
Trailing Return 5 Years | 1.18 |
Trailing Return 6 Months | 1.47 |
Trailing Return 6 Years | 1.21 |
Trailing Return 7 Years | 1.17 |
Trailing Return 8 Years | 1.09 |
Trailing Return 9 Months | 2.16 |
Trailing Return 9 Years | 0.98 |
Trailing Return Since Inception | 2.08 |
Trailing Return YTD - Year to Date | 1.47 |
Treynor Ratio 1 Year | 30.95 |
Treynor Ratio 10 Years | -0.32 |
Treynor Ratio 15 Years | -0.19 |
Treynor Ratio 20 Years | -0.60 |
Treynor Ratio 3 Years | -1.85 |
Treynor Ratio 5 Years | -0.58 |
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