VANGUARD TOTAL Total Risk Alpha
| VSTSX Fund | | | USD 306.97 -4.98 -1.60% |
Observed values used in the Total Risk Alpha indicator for Vanguard Total Stock are included in this dataset. The information is based on observed market data across timeframes. Use
World Market Map to explore diversified allocation structure. Understanding allocation structure supports portfolio context. The overall portfolio profile is shaped by the distribution of its holdings. The allocation shows a weighting toward Vanguard Total Stock. The weighting is visible within the allocation breakdown. 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 real.
Vanguard Total Stock has current Total Risk Alpha of 0.0234. 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] |
| = | 0.0234 | |
| ER[a] | = | Expected return on investing in VANGUARD TOTAL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on VANGUARD TOTAL |
| 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 Total Stock is rated
third in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
159.72 of Maximum Drawdown per Total Risk Alpha. At
159.72 , Vanguard Total Stock's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare VANGUARD TOTAL to Peers
Other Technical Indicators