Vanguard Multifactor Risk Adjusted Performance

VFMF Etf  USD 140.92  0.49  0.35%   
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Vanguard Multifactor has current Risk Adjusted Performance of 0.108.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.108
ER[a] = Expected return on investing in Vanguard Multifactor
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Vanguard Multifactor Risk Adjusted Performance Peers Comparison

Vanguard Risk Adjusted Performance Relative To Other Indicators

Vanguard Multifactor is rated third in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  53.60  of Maximum Drawdown per Risk Adjusted Performance.
Compare Vanguard Multifactor to Peers

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