Vanguard FTSE Market Risk Adjusted Performance
| VEF Etf | | | CAD 68.05 -1.86 -2.66% |
The Market Risk Adjusted Performance indicator for Vanguard FTSE is constructed from normalized market data. The
Equity Screeners module supports multi-indicator technical analysis. Use
World Market Map to explore diversified allocation structure. The overall portfolio profile is shaped by the distribution of its holdings. This captures an allocation to Vanguard FTSE Developed. 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 inflation.
Vanguard FTSE Developed has current Market Risk Adjusted Performance of 0.3265.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3265 | |
| 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
below average in market risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
15.28 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Maximum Drawdown and Market Risk Adjusted Performance for Vanguard FTSE Developed sits at
15.28 Other Technical Indicators