Vanguard Reit Risk Adjusted Performance

VGSNX Fund  USD 20.80  0.14  0.67%   
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Vanguard Reit Index has current Risk Adjusted Performance of 0.0565.

RAP

 = 

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

RFR

 = 
0.0565
ER[a] = Expected return on investing in Vanguard Reit
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Vanguard Reit Risk Adjusted Performance Peers Comparison

Vanguard Risk Adjusted Performance Relative To Other Indicators

Vanguard Reit Index is presently regarded as number one fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  74.90  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vanguard Reit Index is roughly  74.90 
Compare Vanguard Reit to Peers

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