Vanguard ESG total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Vanguard ESG Developed or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
Vanguard
Vanguard ESG Developed has current Total Risk Alpha of 0.0162. 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]
=
0.0162
ER[a]
=
Expected return on investing in Vanguard ESG
ER[b]
=
Expected return on market index or selected benchmark
Vanguard Total Risk Alpha Relative To Other Indicators
Vanguard ESG Developed is rated fourth in total risk alpha as compared to similar ETFs. It is rated third in maximum drawdown as compared to similar ETFs reporting about 221.41 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Vanguard ESG Developed is roughly 221.41
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