Vanguard Global Risk Adjusted Performance

VGPMX Fund  USD 13.58  0.08  0.59%   
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Vanguard Global Capital has current Risk Adjusted Performance of 0.0198.

RAP

 = 

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

RFR

 = 
0.0198
ER[a] = Expected return on investing in Vanguard Global
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Vanguard Global Risk Adjusted Performance Peers Comparison

Vanguard Risk Adjusted Performance Relative To Other Indicators

Vanguard Global Capital is rated fourth in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  251.99  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vanguard Global Capital is roughly  251.99 
Compare Vanguard Global to Peers

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