VANGUARD INTERNATIONAL Market Risk Adjusted Performance

VIHAX Fund  USD 46.16  0.31  0.68%   
Reference data associated with the Market Risk Adjusted Performance technical indicator for Vanguard International High. Indicator values reflect available price and volume data where applicable.
Vanguard International High has current Market Risk Adjusted Performance of 0.1936.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
0.1936
ER[a] = Expected return on investing in VANGUARD INTERNATIONAL
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 International High is rated second in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 24.48 of Maximum Drawdown per Market Risk Adjusted Performance. At 24.48 , Vanguard International High's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Compare VANGUARD INTERNATIONAL to Peers

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