VANGUARD FTSE Total Risk Alpha
| VFWAX Fund | | | USD 45.35 -1.37 -2.93% |
The Total Risk Alpha reading for Vanguard Ftse All World is computed from historical trading observations. Values reflect historical observations within the available dataset. Diversification context is available through
World Market Map. Diversification context helps frame allocation across holdings. Diversified allocation aims to distribute exposure across multiple positions. A position in Vanguard Ftse All World appears within the mix. The position is captured in the allocation summary. The relative size of each holding follows the allocation framework. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in nation.
Vanguard Ftse All World has current Total Risk Alpha of 0.1285. 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] |
| = | 0.1285 | |
| ER[a] | = | Expected return on investing in VANGUARD FTSE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on VANGUARD FTSE |
| 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 Ftse All World is rated
third in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
44.65 of Maximum Drawdown per Total Risk Alpha. At
44.65 , Vanguard Ftse All World's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare VANGUARD FTSE to Peers
Other Technical Indicators