Vanguard Sumer Market Risk Adjusted Performance
| VCSAX Fund | | | USD 114.11 0.65 0.57% |
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Vanguard Sumer Staples has current Market Risk Adjusted Performance of 0.8869.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.8869 | |
| ER[a] | = | Expected return on investing in Vanguard Sumer |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Vanguard Sumer Market Risk Adjusted Performance Peers Comparison
Vanguard Market Risk Adjusted Performance Relative To Other Indicators
Vanguard Sumer Staples is rated
second in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
4.94 of Maximum Drawdown per Market Risk Adjusted Performance. At
4.94 , Vanguard Sumer Staples's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
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