VANGUARD TAX-MANAGED Market Risk Adjusted Performance
| VTSIX Fund | | | USD 101.04 2.02 2.04% |
The Market Risk Adjusted Performance indicator for Vanguard Tax Managed Small Cap is derived from observed market data. Broader indicator relationships are reflected within
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signals in gross domestic product.
Vanguard Tax Managed Small Cap has current Market Risk Adjusted Performance of 0.0168.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0168 | |
| ER[a] | = | Expected return on investing in VANGUARD TAX-MANAGED |
| 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 Tax Managed Small Cap is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
299.07 of Maximum Drawdown per Market Risk Adjusted Performance. At
299.07 , Vanguard Tax Managed Small Cap's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators