Vanguard Mid Total Risk Alpha
| VMVIX Fund | | | USD 73.78 -0.84 -1.13% |
The Total Risk Alpha technical lookup provides context for Vanguard Mid Cap Value and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
World Market Map provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Vanguard Mid Cap Value within the portfolio mix. 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 gross domestic product.
Vanguard Mid Cap Value has current Total Risk Alpha of 0.0837. 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] |
| = | 0.0837 | |
| ER[a] | = | Expected return on investing in Vanguard Mid |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Vanguard Mid |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Vanguard Mid Total Risk Alpha Peers Comparison
Vanguard Total Risk Alpha Relative To Other Indicators
Vanguard Mid Cap Value is regarded as the highest-ranked mutual fund in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
43.40 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Vanguard Mid Cap Value is roughly
43.40 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.