Vanguard Wellington Total Risk Alpha
| VWELX Fund | | | USD 42.69 -0.58 -1.34% |
The Total Risk Alpha profile for Vanguard Wellington Fund is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods. Portfolio design and allocation context appear in
World Market Map. Portfolio balance depends on how holdings are weighted relative to each other. A position in Vanguard Wellington Fund is part of the allocation. It is reflected in the overall portfolio structure. 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 board of governors.
Vanguard Wellington Fund has current Total Risk Alpha of 0.0083. 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] |
| = | 0.0083 | |
| ER[a] | = | Expected return on investing in Vanguard Wellington |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Vanguard Wellington |
| 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 Wellington Fund is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
270.33 of Maximum Drawdown per Total Risk Alpha. At
270.33 , Vanguard Wellington Fund'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 Wellington to Peers
Other Technical Indicators