Vanguard Funds Risk Adjusted Performance

VNGGFDelisted Etf  USD 58.10  0.00  0.00%   
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Vanguard Funds Public has current Risk Adjusted Performance of 0.0484.

RAP

 = 

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

RFR

 = 
0.0484
ER[a] = Expected return on investing in Vanguard Funds
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Vanguard Funds Risk Adjusted Performance Peers Comparison

Vanguard Risk Adjusted Performance Relative To Other Indicators

Vanguard Funds Public is rated fifth in risk adjusted performance as compared to similar ETFs. It is rated fifth in maximum drawdown as compared to similar ETFs reporting about  104.02  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vanguard Funds Public is roughly  104.02 

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