| VFMO Etf | | | USD 138.89 1.31 0.93% |
Vanguard Momentum risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Vanguard Momentum Factor 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 Momentum Factor has current Risk Adjusted Performance of 0.0677.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0677 | |
Vanguard Momentum Risk Adjusted Performance Peers Comparison
Vanguard Risk Adjusted Performance Relative To Other Indicators
Vanguard Momentum Factor is rated
second in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
68.46 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vanguard Momentum Factor is roughly
68.46
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