Vanguard FTSE Risk Adjusted Performance
| VDYIF OTC | | | 51.74 1.38 2.74% |
The Risk Adjusted Performance for Vanguard FTSE is detailed below with current readings, historical data points, and sector comparisons.
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Current Risk Adjusted Performance Value
Vanguard FTSE carries a Risk Adjusted Performance of 0.2585, consistent with positive but modest risk-adjusted return. Vanguard FTSE has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.2585 | |
Risk Adjusted Performance Peers Comparison
Vanguard FTSE's Risk Adjusted Performance of 0.2585 falls above the 0.07 peer average. Values range from -0.112 (Zillow Group Class) to 0.2144 (Vanguard FTSE All World), with wide dispersion across the group. Vanguard FTSE's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Vanguard FTSE and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Vanguard FTSE records a Risk Adjusted Performance of
0.26 and a Maximum Drawdown of
5.68 , yielding roughly
21.99 units of Maximum Drawdown per Risk Adjusted Performance. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Vanguard FTSE.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Vanguard FTSE is 0.2585. Vanguard FTSE's Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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