Vanguard Quality Risk Adjusted Performance

VFQY Etf  USD 148.94  0.50  0.33%   
Vanguard Quality risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Vanguard Quality Factor 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 Quality Factor has current Risk Adjusted Performance of 0.075.

RAP

 = 

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

RFR

 = 
0.075
ER[a] = Expected return on investing in Vanguard Quality
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Vanguard Quality Risk Adjusted Performance Peers Comparison

Vanguard Risk Adjusted Performance Relative To Other Indicators

Vanguard Quality Factor is rated below average in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  64.23  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vanguard Quality Factor is roughly  64.23 
Compare Vanguard Quality to Peers

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