Vanguard Small Total Risk Alpha
| VBK Etf | | | USD 304.70 -2.04 -0.67% |
Reference data associated with the Total Risk Alpha technical indicator for Vanguard Small Cap Growth. Availability may differ across exchanges, markets, and reporting intervals.
Vanguard Small Cap Growth has current Total Risk Alpha of 0.1057. 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] |
| = | 0.1057 | |
| ER[a] | = | Expected return on investing in Vanguard Small |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Vanguard Small |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Vanguard Small Cap Growth carries a
second ranking for total risk alpha within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group where Maximum Drawdown runs almost
62.79 per Total Risk Alpha. Vanguard Small Cap Growth's Maximum Drawdown registers at
62.79 relative to Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Vanguard Small to Peers
Other Technical Indicators