Vanguard Small Total Risk Alpha
| VBR Etf | | | USD 219.60 1.83 0.84% |
This module presents the Total Risk Alpha 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. Adding Vanguard Small Cap Value to a portfolio enables side-by-side comparison with other holdings. The allocation framework in use shapes how individual positions are weighted. Broader economic conditions can influence Vanguard Small Cap Value's etf valuation — related indicators include
signals in bureau of labor statistics.
Vanguard Small Cap Value has current Total Risk Alpha of 0.1011. 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] |
| = | 0.1011 | |
| 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 Value is rated
below average for total risk alpha among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs with Maximum Drawdown measuring nearly
43.89 against Total Risk Alpha. Maximum Drawdown runs about
43.89 times Total Risk Alpha for Vanguard Small Cap Value
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