Vanguard Total Market Risk Adjusted Performance
| VTWAX Fund | | | USD 48.28 -1.13 -2.29% |
Historical market data for Vanguard Total World forms the basis of the Market Risk Adjusted Performance indicator shown here. The indicator computation uses normalized market activity data. Market data gaps can influence the computed indicator values. Cross-instrument Market Risk Adjusted Performance comparisons are available via
Equity Screeners. Review
World Market Map for context on portfolio diversification. The diversification view provides additional analytical depth. A position in Vanguard Total World is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. The information is analytical in nature and is not intended as a specific recommendation. 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 nation.
Vanguard Total World has current Market Risk Adjusted Performance of
-0.01.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.01 | |
| ER[a] | = | Expected return on investing in Vanguard Total |
| 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 Total World is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Other Technical Indicators