Snapshot*
Top 10 Holdings
What is VBK?
Seeks to track the performance of the CRSP U.S. Small Cap Growth Index which measures the investment return of small-capitalization growth stocks. Provides a convenient way to match the performance of a diversified group of small growth companies. Follows a passively managed full-replication approach.
VBKPerformance Measures**
for the time period Jan 30, 2004 to Dec 4, 2025
1M Trailing Return: 3.3%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: 4.5%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -58.7%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 23.2%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: 0.51
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: 0.16
The annualized return divided by the max drawdown for the selected time period.
ETFs related toVBK
ETFs correlated to VBK include VXF, IWO, VTWG
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
Trading Strategies
Related toVBK
KMLM Switcher in Not Today Satan Framework (w/ Pops)| BT 4/13/22 = AR 323% / StdDev 46.3 /DD 15.3%
Category
Tactical allocation, regime switching, momentum/RSI, volatility trading, leveraged ETFs, managed futures, credit/interest-rate signals, hedging
OOS Cumulative Return
239.46%
Not Today Satan (w/ Pops) | BSC Framework | BT 12/20/13 = AR 111% / DD 10.1% / Beta: -0.69 |
Category
Crash-hedge, volatility (VIX) trading, Treasuries, tactical timing, inverse/leveraged ETFs, defensive, macro regime, mean-reversion
OOS Cumulative Return
45.55%
Create your own algorithmic trading strategy with VBK using Composer
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.