| VSMAX Fund | | | USD 123.45 1.87 1.54% |
Vanguard Small-cap total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Vanguard Small Cap Index or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Vanguard Small Cap Index has current Total Risk Alpha of 0.022. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.022 | |
| ER[a] | = | Expected return on investing in Vanguard Small-cap |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Vanguard Small-cap |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Vanguard Small-cap Total Risk Alpha Peers Comparison
Vanguard Total Risk Alpha Relative To Other Indicators
Vanguard Small Cap Index is rated
second in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
243.59 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Vanguard Small Cap Index is roughly
243.59 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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