Vanguard FTSE Total Risk Alpha
| VWRL Etf | | | EUR 138.94 -1.58 -1.12% |
Historical market data for Vanguard FTSE All World forms the basis of the Total Risk Alpha indicator shown here. The indicator computation uses normalized market activity data. Use
World Market Map to explore diversified allocation structure. Understanding allocation structure supports portfolio context. The allocation includes a position in Vanguard FTSE All World. It is distributed across the allocation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Vanguard FTSE All World has current Total Risk Alpha of 0.078. 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] |
| = | 0.078 | |
| ER[a] | = | Expected return on investing in Vanguard FTSE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Vanguard FTSE |
| 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 FTSE All World is rated
below average in total risk alpha across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
40.05 of Maximum Drawdown per Total Risk Alpha. For Vanguard FTSE All World, Maximum Drawdown stands at
40.05 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Vanguard FTSE to Peers
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