Vanguard Mid Total Risk Alpha
| VO Etf | | | USD 294.16 -0.04 -0.01% |
This technical indicator view for Total Risk Alpha organizes signals for Vanguard Mid Cap Index and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Vanguard Mid has a market cap of 32.93 B. See
World Market Map for portfolio-level analysis. This suggests a position in Vanguard Mid Cap Index inside the allocation 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 employment.
Vanguard Mid Cap Index has current Total Risk Alpha of 0.0272. 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] |
| = | 0.0272 | |
| 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 Index is rated
below average. in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
144.13 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Vanguard Mid Cap Index is roughly
144.13 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.