Vanguard Total Market Risk Adjusted Performance

VTSNX -- USA Fund  

USD 115.98  0.14  0.12%

Vanguard Total market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Vanguard Total International St 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
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Vanguard Total International St has current Market Risk Adjusted Performance of 0.0848.
MRAP 
 = 
ER[a] + (1/BETA - 1) 
ER[a] - RFR) 
 = 
0.0848
ER[a] =   Expected return on investing in Vanguard Total
RFR =   Risk Free Rate of return. Typically T-Bill Rate
BETA =   Beta of the asset with market or selected benchmark.

Market Risk Adjusted Performance Comparison

Vanguard Total International St is rated below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  44.40  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Vanguard Total International St is roughly  44.40 
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