Vanguard Total Related Correlations
VSMPX Fund | USD 225.68 0.49 0.22% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Vanguard Mutual Fund performing well and Vanguard Total Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Vanguard Total's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
VMIAX | 0.67 | 0.03 | 0.04 | 0.08 | 0.85 | 1.45 | 3.93 | |||
VMLUX | 0.06 | (0.01) | 0.00 | (1.20) | 0.00 | 0.19 | 0.56 | |||
VMLTX | 0.06 | (0.01) | 0.00 | (1.20) | 0.00 | 0.19 | 0.56 | |||
VMNVX | 0.32 | 0.00 | (0.08) | 0.05 | 0.27 | 0.63 | 1.94 | |||
VMMSX | 0.62 | 0.02 | 0.01 | 0.08 | 0.84 | 1.15 | 4.49 | |||
VMNIX | 0.34 | 0.04 | (0.04) | 0.64 | 0.31 | 0.74 | 1.75 | |||
VMNFX | 0.33 | 0.04 | (0.04) | 0.68 | 0.30 | 0.73 | 1.67 | |||
VMVAX | 0.55 | (0.01) | (0.01) | 0.05 | 0.77 | 1.27 | 3.48 | |||
VMVIX | 0.56 | (0.01) | (0.01) | 0.05 | 0.77 | 1.27 | 3.48 | |||
VMVFX | 0.32 | (0.01) | (0.08) | 0.05 | 0.28 | 0.63 | 1.98 |