Vanguard Wellington Risk Adjusted Performance

VWENX Fund  USD 81.06  0.25  0.31%   
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Vanguard Wellington Fund has current Risk Adjusted Performance of 0.0596.

RAP

 = 

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

RFR

 = 
0.0596
ER[a] = Expected return on investing in Vanguard Wellington
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Vanguard Wellington Risk Adjusted Performance Peers Comparison

Vanguard Risk Adjusted Performance Relative To Other Indicators

Vanguard Wellington Fund is presently regarded as number one fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  41.83  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vanguard Wellington Fund is roughly  41.83 
Compare Vanguard Wellington to Peers

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