VANGUARD SMALL-CAP Risk Adjusted Performance
| VSGIX Fund | | | USD 96.09 -1.68 -1.72% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is VANGUARD SMALL-CAP's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
VANGUARD SMALL-CAP registers a Risk Adjusted Performance of 0.0895, reflecting positive but modest risk-adjusted return. VANGUARD SMALL-CAP has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0895 | |
Risk Adjusted Performance Peers Comparison
VANGUARD SMALL-CAP's Risk Adjusted Performance of 0.0895 falls above the 0.07 peer average. Values range from 0.0068 (Vanguard European Stock) to 0.1114 (Vanguard Mega Cap), with wide dispersion across the group. VANGUARD SMALL-CAP's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Vanguard Small and its peers. Each point represents one equity — position along the horizontal axis shows 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.
VANGUARD SMALL-CAP's Maximum Drawdown of
7.11 runs about
79.49 times its Risk Adjusted Performance of
0.09 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for VANGUARD SMALL-CAP.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for VANGUARD SMALL-CAP is 0.0895. The Risk Adjusted Performance for VANGUARD SMALL-CAP is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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