Vanguard Institutional Risk Adjusted Performance

VITNX Fund

USD 103.91 0.54 0.52%

Vanguard Institutional risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Vanguard Institutional Total 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 Institutional Total has current Risk Adjusted Performance of 0.1327.

RAP

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

RFR

0.1327

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

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Vanguard Institutional Risk Adjusted Performance Peers Comparison

Vanguard Risk Adjusted Performance Relative To Other Indicators

Vanguard Institutional Total is presently regarded as number one fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 30.94 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vanguard Institutional Total is roughly 30.94

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Vanguard Institutional Technical Signals

All Vanguard Institutional Technical Indicators

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	Risk Adjusted Performance	0.1327
	Market Risk Adjusted Performance	0.1516
	Mean Deviation	0.5653
	Semi Deviation	0.6543
	Downside Deviation	0.8256
	Coefficient Of Variation	577.36
	Standard Deviation	0.7857
	Variance	0.6174
	Information Ratio	(0)
	Jensen Alpha	0.0124
	Total Risk Alpha	(0.01)
	Sortino Ratio	(0)
	Treynor Ratio	0.1416
	Maximum Drawdown	4.11
	Value At Risk	(1.30)
	Potential Upside	1.11
	Downside Variance	0.6817
	Semi Variance	0.4281
	Expected Short fall	(0.61)
	Skewness	(0.15)
	Kurtosis	2.45

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