| VIOO Etf | | | USD 115.40 0.66 0.58% |
Vanguard total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Vanguard SP Small Cap 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 Small Cap has current Total Risk Alpha of
(0.01). The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | (0.01) | |
| ER[a] | = | Expected return on investing in Vanguard |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Vanguard |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Vanguard Total Risk Alpha Peers Comparison
Vanguard Total Risk Alpha Relative To Other Indicators
Vanguard SP Small Cap is rated
third in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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