Vanguard Global Risk Adjusted Performance

VMO Etf  CAD 67.22  0.21  0.31%   
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Vanguard Global Momentum has current Risk Adjusted Performance of 0.1625.

RAP

 = 

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

RFR

 = 
0.1625
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 Momentum is rated second in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  28.65  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vanguard Global Momentum is roughly  28.65 
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