Vanguard Balanced Risk Adjusted Performance
VBIAX Fund | USD 50.57 0.21 0.42% |
Vanguard |
| = | 0.0766 |
ER[a] | = | Expected return on investing in Vanguard Balanced |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Vanguard Balanced Risk Adjusted Performance Peers Comparison
Vanguard Risk Adjusted Performance Relative To Other Indicators
Vanguard Balanced Index is rated third in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 29.55 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vanguard Balanced Index is roughly 29.55
Risk Adjusted Performance |
Compare Vanguard Balanced to Peers |
Thematic Opportunities
Explore Investment Opportunities
Vanguard Balanced Technical Signals
All Vanguard Balanced Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0766 | |||
Market Risk Adjusted Performance | 0.0896 | |||
Mean Deviation | 0.3724 | |||
Semi Deviation | 0.4216 | |||
Downside Deviation | 0.5179 | |||
Coefficient Of Variation | 929.9 | |||
Standard Deviation | 0.493 | |||
Variance | 0.2431 | |||
Information Ratio | (0.11) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.11) | |||
Treynor Ratio | 0.0796 | |||
Maximum Drawdown | 2.26 | |||
Value At Risk | (0.81) | |||
Potential Upside | 0.8535 | |||
Downside Variance | 0.2683 | |||
Semi Variance | 0.1778 | |||
Expected Short fall | (0.39) | |||
Skewness | (0.07) | |||
Kurtosis | 0.7296 |