Vanguard Mid Market Risk Adjusted Performance
| VOE Etf | | | USD 185.27 0.44 0.24% |
The Market Risk Adjusted Performance signal for Vanguard Mid Cap Value reflects patterns observed in trading data. Indicator reliability depends on the continuity of available trading data.
World Market Map provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. Vanguard Mid Cap Value can be included in a portfolio to evaluate diversification impact. Weighting is typically determined by the allocation framework in use. Broader economic conditions can influence Vanguard Mid Cap Value's etf valuation — related indicators include
signals in metropolitan statistical area.
Vanguard Mid Cap Value has current Market Risk Adjusted Performance of 0.0781.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0781 | |
| ER[a] | = | Expected return on investing in Vanguard Mid |
| 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 Mid Cap Value leads all etfs for market risk adjusted performance among peer ETFs. It is currently under evaluation for maximum drawdown among peer ETFs with a Maximum Drawdown-to-Market Risk Adjusted Performance ratio near
47.01 . The Maximum Drawdown to Market Risk Adjusted Performance ratio for Vanguard Mid Cap Value comes in at
47.01 Other Technical Indicators