Vanguard Mid-cap Total Risk Alpha
| VIMAX Fund | | | USD 368.93 1.51 0.41% |
Vanguard Mid-cap total risk alpha lookup summarizes this and related technical indicators for Vanguard Mid Cap Index. Coverage varies by data normalization and availability; see
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Vanguard Mid Cap Index has current Total Risk Alpha of 0.0143. 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] |
| = | 0.0143 | |
| ER[a] | = | Expected return on investing in Vanguard Mid-cap |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Vanguard Mid-cap |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Vanguard Mid-cap Total Risk Alpha Peers Comparison
Vanguard Total Risk Alpha Relative To Other Indicators
Vanguard Mid Cap Index is rated
below average. in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
273.95 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Vanguard Mid Cap Index is roughly
273.95 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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