VANGUARD STRATEGIC Market Risk Adjusted Performance
| VSEQX Fund | | | USD 42.84 0.21 0.49% |
Market Risk-Adjusted Performance (MRAP) measures return relative to systematic risk (beta) rather than total risk (standard deviation). This isolates the return earned per unit of market exposure, filtering out idiosyncratic volatility that can be diversified away. Below is VANGUARD STRATEGIC's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
VANGUARD STRATEGIC registers a Market Risk Adjusted Performance of
-1.13, reflecting negative risk-adjusted return — volatility has not been compensated by returns. The magnitude indicates that VANGUARD STRATEGIC's losses or underperformance are material relative to the risk taken.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -1.13 | |
| ER[a] | = | Expected return on investing in VANGUARD STRATEGIC |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
The peer group averages 0.11 for Market Risk Adjusted Performance, with VANGUARD STRATEGIC at -1.1326 falling below that level. Readings span 0.0563 (Clearbridge Dividend Strategy) to 0.1516 (Largecap Sampp 500). VANGUARD STRATEGIC's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for Vanguard Strategic and its peers. Each point represents one equity — position along the horizontal axis shows Market Risk Adjusted Performance 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 STRATEGIC to PeersMethodology, Assumptions & Data Sources
The current Market Risk Adjusted Performance for VANGUARD STRATEGIC is -1.13. This Market Risk Adjusted Performance reading for VANGUARD STRATEGIC results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. VANGUARD STRATEGIC operates in the mid cap blend funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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