Vanguard Advice Market Risk Adjusted Performance

VAGVX Fund  USD 29.27  0.25  0.86%   
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Vanguard Advice Select has current Market Risk Adjusted Performance of 0.0878.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.0878
ER[a] = Expected return on investing in Vanguard Advice
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Vanguard Advice Market Risk Adjusted Performance Peers Comparison

Vanguard Market Risk Adjusted Performance Relative To Other Indicators

Vanguard Advice Select is rated third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  38.05  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Vanguard Advice Select is roughly  38.05 
Compare Vanguard Advice to Peers

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