Vanguard EUR Market Risk Adjusted Performance

VECP Etf  CHF 43.77  0.15  0.34%   
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for Vanguard EUR Corporate. Indicator values reflect available price and volume data where applicable.
Vanguard EUR Corporate has current Market Risk Adjusted Performance of -14.30.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
-14.30
ER[a] = Expected return on investing in Vanguard EUR
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 EUR Corporate is rated below average for market risk adjusted performance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers .
Compare Vanguard EUR to Peers

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