Vanguard FTSE Market Risk Adjusted Performance
| VJPN Etf | | | CHF 35.50 -0.46 -1.28% |
The Market Risk Adjusted Performance profile for Vanguard FTSE Japan is based on historical price and volume observations. The dataset is based on observed market activity where data is available.
World Market Map provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Vanguard FTSE Japan. This is situated within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Vanguard FTSE Japan has current Market Risk Adjusted Performance of 0.0594.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0594 | |
| ER[a] | = | Expected return on investing in Vanguard FTSE |
| 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 FTSE Japan falls in the
second position for market risk adjusted performance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
136.81 ratio of Maximum Drawdown to Market Risk Adjusted Performance. Vanguard FTSE Japan's Maximum Drawdown exceeds Market Risk Adjusted Performance by a factor of
136.81 Other Technical Indicators