Vanguard International Risk Adjusted Performance
VINEX Fund | USD 17.07 0.39 2.23% |
Vanguard |
| = | 0.0574 |
ER[a] | = | Expected return on investing in Vanguard International |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Vanguard International Risk Adjusted Performance Peers Comparison
Vanguard Risk Adjusted Performance Relative To Other Indicators
Vanguard International Explorer 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 59.47 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vanguard International Explorer is roughly 59.47
Risk Adjusted Performance |
Compare Vanguard International to Peers |
Thematic Opportunities
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Vanguard International Technical Signals
All Vanguard International Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0574 | |||
Market Risk Adjusted Performance | 0.1148 | |||
Mean Deviation | 0.598 | |||
Semi Deviation | 0.6999 | |||
Downside Deviation | 0.7787 | |||
Coefficient Of Variation | 1381.66 | |||
Standard Deviation | 0.8006 | |||
Variance | 0.641 | |||
Information Ratio | 0.1541 | |||
Jensen Alpha | 0.0824 | |||
Total Risk Alpha | 0.1242 | |||
Sortino Ratio | 0.1584 | |||
Treynor Ratio | 0.1048 | |||
Maximum Drawdown | 3.41 | |||
Value At Risk | (1.18) | |||
Potential Upside | 1.37 | |||
Downside Variance | 0.6064 | |||
Semi Variance | 0.4899 | |||
Expected Short fall | (0.64) | |||
Skewness | 0.2257 | |||
Kurtosis | 1.41 |