Vanguard Wellesley Risk Adjusted Performance
VWIAX Fund | USD 64.20 0.25 0.39% |
Vanguard |
| = | 0.063 |
ER[a] | = | Expected return on investing in Vanguard Wellesley |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Vanguard Wellesley Risk Adjusted Performance Peers Comparison
Vanguard Risk Adjusted Performance Relative To Other Indicators
Vanguard Wellesley Income is rated third in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 20.69 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vanguard Wellesley Income is roughly 20.69
Risk Adjusted Performance |
Compare Vanguard Wellesley to Peers |
Thematic Opportunities
Explore Investment Opportunities
Vanguard Wellesley Technical Signals
All Vanguard Wellesley Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.063 | |||
Market Risk Adjusted Performance | 0.0933 | |||
Mean Deviation | 0.2427 | |||
Semi Deviation | 0.2393 | |||
Downside Deviation | 0.3092 | |||
Coefficient Of Variation | 980.83 | |||
Standard Deviation | 0.3062 | |||
Variance | 0.0938 | |||
Information Ratio | (0.35) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.34) | |||
Treynor Ratio | 0.0833 | |||
Maximum Drawdown | 1.3 | |||
Value At Risk | (0.43) | |||
Potential Upside | 0.456 | |||
Downside Variance | 0.0956 | |||
Semi Variance | 0.0572 | |||
Expected Short fall | (0.26) | |||
Skewness | (0.26) | |||
Kurtosis | 0.0806 |