Vanguard Funds Sortino Ratio
| VNGLF Pink Sheet | | | USD 66.34 -0.96 -1.43% |
Sortino Ratio for Vanguard Funds Public is tracked, covering the current reading, formula details, and peer comparison data. Comparative analysis against peers and the instrument's own history strengthens interpretation.
Vanguard Funds Volatility and
Vanguard Funds Price History offer additional context on Vanguard Funds.
Current Sortino Ratio Value
Vanguard Funds registers a Sortino Ratio of
-0.0044, reflecting its current reading on this measure. This reflects Vanguard Funds's positioning relative to its own recent range within Pink Sheet.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | -0.0044 | |
| ER[a] | = | Expected return on investing in Vanguard Funds |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Vanguard Funds's Sortino Ratio of -0.0044 falls below the 0.08 peer average. Values range from 0.0031 (Vanguard Funds Public) to 0.2333 (Vanguard Funds Public), with wide dispersion across the group. Vanguard Funds's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for Vanguard Funds and its peers. Each point represents one equity — position along the horizontal axis shows Sortino Ratio 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.
Compare Vanguard Funds to PeersMethodology, Assumptions & Data Sources
Vanguard Funds' Sortino Ratio currently stands at -0.0044. Sortino Ratio for Vanguard Funds is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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