Vanguard Extended Total Risk Alpha
| VXF Etf | | | USD 204.91 -0.55 -0.27% |
Vanguard Extended total risk alpha lookup summarizes this and related technical indicators for Vanguard Extended Market. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Vanguard Extended has a market cap of 24.48 B. Use
World Market Map to explore allocation context. This includes a position in Vanguard Extended Market within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in median.
Vanguard Extended Market has current Total Risk Alpha of 0.0034. 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] |
| = | 0.0034 | |
| ER[a] | = | Expected return on investing in Vanguard Extended |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Vanguard Extended |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Vanguard Extended Total Risk Alpha Peers Comparison
Vanguard Total Risk Alpha Relative To Other Indicators
Vanguard Extended Market is rated
below average in total risk alpha relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable ETFs at roughly
1,668 Maximum Drawdown per unit of Total Risk Alpha. Vanguard Extended Market carries a
1,668 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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