VANGUARD INSTITUTIONAL Total Risk Alpha
| VINIX Fund | | | USD 541.74 5.48 1.02% |
Observed values used to calculate the Total Risk Alpha technical indicator for Vanguard Institutional Index. Indicator values reflect available price and volume data where applicable.
Vanguard Institutional Index has current Total Risk Alpha of
-0.01. 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] |
| = | -0.01 | |
| ER[a] | = | Expected return on investing in VANGUARD INSTITUTIONAL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on VANGUARD INSTITUTIONAL |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
VANGUARD INSTITUTIONAL Total Risk Alpha Peers Comparison
VANGUARD Total Risk Alpha Relative To Other Indicators
Vanguard Institutional Index is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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