Vanguard Value Risk Adjusted Performance

VTV Etf  USD 178.77  2.15  1.22%   
Vanguard Value risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Vanguard Value 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 Equity Screeners to view more equity screening tools
  
Vanguard Value Index has current Risk Adjusted Performance of 0.0943.

RAP

 = 

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

RFR

 = 
0.0943
ER[a] = Expected return on investing in Vanguard Value
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Vanguard Value Risk Adjusted Performance Peers Comparison

Vanguard Risk Adjusted Performance Relative To Other Indicators

Vanguard Value Index is rated fourth in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  36.82  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vanguard Value Index is roughly  36.82 
Compare Vanguard Value to Peers

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