Vanguard Growth Total Risk Alpha
| VWUSX Fund | | | USD 65.81 -1.56 -2.32% |
Historical market data for Vanguard Growth Fund forms the basis of the Total Risk Alpha indicator shown here. Related indicator context is organized within
Equity Screeners.
World Market Map provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. Tracking Vanguard Growth Fund in a portfolio provides context for performance attribution. Position sizing depends on the allocation methodology selected for the portfolio. Broader economic conditions can influence Vanguard Growth Fund's mutual fund valuation — related indicators include
signals in main economic indicators.
Vanguard Growth Fund has current Total Risk Alpha of
-0.11. 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] |
| = | -0.11 | |
| ER[a] | = | Expected return on investing in Vanguard Growth |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Vanguard Growth |
| 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 Growth Fund is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Vanguard Growth to Peers
Other Technical Indicators