Vanguard Mid Total Risk Alpha
| VOE Etf | | | USD 185.44 0.61 0.33% |
The Total Risk Alpha 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 Total Risk Alpha of 0.1172. 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] |
| = | 0.1172 | |
| 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 |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Vanguard Mid Cap Value holds the
#4 position for total risk alpha among peer ETFs. It is currently under evaluation for maximum drawdown among peer ETFs with a Maximum Drawdown-to-Total Risk Alpha ratio near
31.33 . The Maximum Drawdown to Total Risk Alpha ratio for Vanguard Mid Cap Value comes in at
31.33 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Vanguard Mid to Peers
Other Technical Indicators