Vanguard Intermediate Total Risk Alpha
| BIV Etf | | | USD 78.16 0.23 0.30% |
The Total Risk Alpha technical lookup provides context for Vanguard Intermediate Term Bond and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Trending Equities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Vanguard Intermediate Term Bond within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Vanguard Intermediate Term Bond has current Total Risk Alpha of 0.0086. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0086 | |
| ER[a] | = | Expected return on investing in Vanguard Intermediate |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Vanguard Intermediate |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Vanguard Intermediate Total Risk Alpha Peers Comparison
Vanguard Total Risk Alpha Relative To Other Indicators
Vanguard Intermediate Term Bond is rated
third among etfs in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
114.83 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Vanguard Intermediate Term Bond is roughly
114.83 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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