Vanguard Total Risk Adjusted Performance

VTS Etf   454.17  5.36  1.19%   
Vanguard Total risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Vanguard Total Market 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 Equity Screeners to view more equity screening tools
  
Vanguard Total Market has current Risk Adjusted Performance of 0.1625.

RAP

 = 

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

RFR

 = 
0.1625
ER[a] = Expected return on investing in Vanguard Total
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Vanguard Total Risk Adjusted Performance Peers Comparison

Vanguard Risk Adjusted Performance Relative To Other Indicators

Vanguard Total Market is rated third in risk adjusted performance as compared to similar ETFs. It is rated fourth in maximum drawdown as compared to similar ETFs reporting about  24.25  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vanguard Total Market is roughly  24.25 
Compare Vanguard Total to Peers

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
Explore Investing Ideas