Vanguard Target Risk Adjusted Performance
| VTTVX Fund | | | USD 21.02 0.23 1.11% |
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 Target's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The current Risk Adjusted Performance of 0.1012 places Vanguard Target at positive but modest risk-adjusted return. Vanguard Target has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1012 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, Vanguard Target's Risk Adjusted Performance of 0.1012 is below the 0.11 group average. The range runs from 0.0398 (American Mutual Fund) to 0.1538 (Vanguard Primecap Fund). Vanguard Target's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Vanguard Target 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 Target's Maximum Drawdown of
2.38 runs about
23.53 times its Risk Adjusted Performance of
0.10 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Vanguard Target.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Vanguard Target is 0.1012. The Risk Adjusted Performance for Vanguard Target applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Vanguard Target operates in the target risk funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
Other Technical Indicators