Vanguard High Risk Adjusted Performance

VYM Etf  USD 132.50  1.64  1.25%   
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Vanguard High Dividend has current Risk Adjusted Performance of 0.1035.

RAP

 = 

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

RFR

 = 
0.1035
ER[a] = Expected return on investing in Vanguard High
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Vanguard High Risk Adjusted Performance Peers Comparison

Vanguard Risk Adjusted Performance Relative To Other Indicators

Vanguard High Dividend is rated first in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  35.66  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vanguard High Dividend is roughly  35.66 
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