Vanguard Russell Total Risk Alpha

VTHR Etf  USD 271.45  1.94  0.72%   
Vanguard Russell total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Vanguard Russell 3000 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 Russell 3000 has current Total Risk Alpha of 0.0076. 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]

 = 
0.0076
ER[a] = Expected return on investing in Vanguard Russell
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Vanguard Russell
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Vanguard Russell Total Risk Alpha Peers Comparison

Vanguard Total Risk Alpha Relative To Other Indicators

Vanguard Russell 3000 is rated second in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  541.78  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Vanguard Russell 3000 is roughly  541.78 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Vanguard Russell to Peers

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