Vanguard Small Market Risk Adjusted Performance
| VBR Etf | | | USD 212.17 -4.02 -1.86% |
This module presents the Market Risk Adjusted Performance indicator for Vanguard Small Cap Value using available market inputs. The underlying data comes from exchange-reported trading records. Vanguard Small has a market cap of 17.09 B. See
World Market Map for portfolio-level analysis. Allocation data is presented for contextual reference. This reflects a position in Vanguard Small Cap Value. This is situated within the portfolio mix. The allocation framework shapes how individual positions are weighted. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in bureau of labor statistics.
Vanguard Small Cap Value has current Market Risk Adjusted Performance of 0.0129.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0129 | |
| ER[a] | = | Expected return on investing in Vanguard Small |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Vanguard Small Cap Value is rated
below average for market risk adjusted performance among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs with Maximum Drawdown measuring nearly
343.99 against Market Risk Adjusted Performance. Maximum Drawdown runs about
343.99 times Market Risk Adjusted Performance for Vanguard Small Cap Value
Other Technical Indicators