VANGUARD INTERNATIONAL Risk Adjusted Performance
| VIAAX Fund | | | USD 45.61 0.67 1.49% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is VANGUARD INTERNATIONAL's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At 0.0351, VANGUARD INTERNATIONAL exhibits positive but modest risk-adjusted return in Risk Adjusted Performance. VANGUARD INTERNATIONAL has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0351 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.11 for Risk Adjusted Performance, with VANGUARD INTERNATIONAL at 0.0351 falling below that level. Readings span 0.0215 (Vanguard International Dividend) to 0.1785 (Vanguard Energy Index). VANGUARD INTERNATIONAL's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Vanguard International 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 INTERNATIONAL's Maximum Drawdown of
4.99 runs about
142.27 times its Risk Adjusted Performance of
0.04 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for VANGUARD INTERNATIONAL.
Methodology, Assumptions & Data Sources
VANGUARD INTERNATIONAL has a current Risk Adjusted Performance reading of 0.0351. This Risk Adjusted Performance reading for VANGUARD INTERNATIONAL results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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