Vanguard Institutional Risk Adjusted Performance

VIIIX Fund  USD 492.10  1.73  0.35%   
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Vanguard Institutional Index has current Risk Adjusted Performance of 0.1117.

RAP

 = 

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

RFR

 = 
0.1117
ER[a] = Expected return on investing in Vanguard Institutional
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Vanguard Institutional Risk Adjusted Performance Peers Comparison

Vanguard Risk Adjusted Performance Relative To Other Indicators

Vanguard Institutional Index is rated fourth in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  34.36  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vanguard Institutional Index is roughly  34.36 
Compare Vanguard Institutional to Peers

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