Vanguard FTSE Market Risk Adjusted Performance
| VEA Etf | | | USD 63.66 1.62 2.61% |
The Market Risk Adjusted Performance signal for Vanguard FTSE Developed reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals. Use
World Market Map to explore diversified allocation structure. The overall portfolio profile is shaped by the distribution of its holdings. Vanguard FTSE Developed can be evaluated within a portfolio framework for weight and risk impact. All values are based on available data and provided as reference information. Broader economic conditions can influence Vanguard FTSE Developed's etf valuation — related indicators include
signals in median.
Vanguard FTSE Developed has current Market Risk Adjusted Performance of 0.0633.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0633 | |
| ER[a] | = | Expected return on investing in Vanguard FTSE |
| 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 FTSE Developed is rated
fourth in market risk adjusted performance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
90.11 of Maximum Drawdown per Market Risk Adjusted Performance. At
90.11 , Vanguard FTSE Developed's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators