Vanguard Funds Total Risk Alpha
| VNGCFDelisted Etf | | | USD 47.34 0.00 0.00% |
Vanguard Funds total risk alpha lookup summarizes this and related technical indicators for Vanguard Funds Public. Some instruments may have limited coverage due to data differences;
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Vanguard Funds Public has current Total Risk Alpha of 0. 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 | |
| ER[a] | = | Expected return on investing in Vanguard Funds |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Vanguard Funds |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Vanguard Funds Total Risk Alpha Peers Comparison
Vanguard Total Risk Alpha Relative To Other Indicators
Vanguard Funds Public is rated
below average. in total risk alpha as compared to similar ETFs. It is rated
below average. in maximum drawdown as compared to similar ETFs .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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