Vanguard World Risk Adjusted Performance

VGT Etf  MXN 12,800  149.99  1.16%   
Vanguard World risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Vanguard World 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 World has current Risk Adjusted Performance of 0.1518.

RAP

 = 

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

RFR

 = 
0.1518
ER[a] = Expected return on investing in Vanguard World
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Vanguard World Risk Adjusted Performance Peers Comparison

Vanguard Risk Adjusted Performance Relative To Other Indicators

Vanguard World 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  44.43  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vanguard World is roughly  44.43 
Compare Vanguard World to Peers

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