Vanguard Target Risk Adjusted Performance

VTIVX Fund  USD 34.91  0.39  1.13%   
Observed values used to calculate the Risk Adjusted Performance technical indicator for Vanguard Target Retirement. Additional screening context is available through Equity Screeners.
Vanguard Target Retirement has current Risk Adjusted Performance of 0.0261.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0261
ER[a] = Expected return on investing in Vanguard Target
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Vanguard Target Risk Adjusted Performance Peers Comparison

Vanguard Risk Adjusted Performance Relative To Other Indicators

Vanguard Target Retirement is rated third in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 132.97 of Maximum Drawdown per Risk Adjusted Performance. At 132.97 , Vanguard Target Retirement's Maximum Drawdown-to-Risk Adjusted Performance multiple reflects the spread between these metrics
Compare Vanguard Target to Peers

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