| VUSA Etf | | | 90.33 0.81 0.90% |
Vanguard market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Vanguard SP 500 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 SP 500 has current Market Risk Adjusted Performance of 0.2789.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2789 | |
| ER[a] | = | Expected return on investing in Vanguard |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Vanguard Market Risk Adjusted Performance Peers Comparison
Vanguard Market Risk Adjusted Performance Relative To Other Indicators
Vanguard SP 500 is rated
fourth in market risk adjusted performance as compared to similar ETFs. It is rated
first in maximum drawdown as compared to similar ETFs reporting about
15.84 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Vanguard SP 500 is roughly
15.84
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