Portfolio construction / MPT

Vanguard ETFs risk / return map

Annualised return versus annualised volatility. Point colour denotes excess return per unit of risk using a 3.00% annual risk-free hurdle.

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observations

Annualised return is compounded from first to last observed adjusted close. Annualised volatility is the sample standard deviation of observed daily adjusted-close returns multiplied by sqrt(252). Display data are a deterministic alphabetical sample when a universe exceeds 240 valid securities.