VANGUARD SHORT-TERM Total Risk Alpha
| VFIRX Fund | | | USD 9.84 -0.03 -0.30% |
The Total Risk Alpha indicator for VANGUARD SHORT-TERM is constructed from normalized market data. The
Equity Screeners module supports multi-indicator technical analysis.
World Market Map provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. Including Vanguard Short Term Treasury in a portfolio enables allocation and risk analysis. All figures are based on reported data and are informational in nature. Broader economic conditions can influence Vanguard Short Term Treasury's mutual fund valuation — related indicators include
signals in real.
Vanguard Short Term Treasury has current Total Risk Alpha of
-0.0007. 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] |
| = | -0.0007 | |
| ER[a] | = | Expected return on investing in VANGUARD SHORT-TERM |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on VANGUARD SHORT-TERM |
| 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 Short Term Treasury is rated
fourth in total risk alpha among similar funds. It is rated
second in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare VANGUARD SHORT-TERM to Peers
Other Technical Indicators