Vanguard Index Risk Adjusted Performance

VOO Etf  MXN 11,415  89.99  0.79%   
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Vanguard Index Funds has current Risk Adjusted Performance of 0.1159.

RAP

 = 

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

RFR

 = 
0.1159
ER[a] = Expected return on investing in Vanguard Index
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Vanguard Index Risk Adjusted Performance Peers Comparison

Vanguard Risk Adjusted Performance Relative To Other Indicators

Vanguard Index Funds is rated below average in risk adjusted performance as compared to similar ETFs. It is rated below average in maximum drawdown as compared to similar ETFs reporting about  44.87  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vanguard Index Funds is roughly  44.87 
Compare Vanguard Index to Peers

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