Vanguard High Market Risk Adjusted Performance
| VWALX Fund | | | USD 10.65 0.01 0.09% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Vanguard High Yield Tax Exempt. Indicator values reflect available price and volume data where applicable.
Vanguard High Yield Tax Exempt has current Market Risk Adjusted Performance of 0.3179.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3179 | |
| ER[a] | = | Expected return on investing in Vanguard High |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Vanguard High Market Risk Adjusted Performance Peers Comparison
Vanguard Market Risk Adjusted Performance Relative To Other Indicators
Vanguard High Yield Tax Exempt is rated
second in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
3.21 of Maximum Drawdown per Market Risk Adjusted Performance. At
3.21 , Vanguard High Yield Tax Exempt's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
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