Updated: Feb 17
The VTS Performance Score is my own designed metric to measure the rate of return of an investment in relation to the most direct pain point that investors feel, which is the maximum drawdowns. Most of the other risk adjusted return metrics like the Sharpe Ratio, Treynor, Sortino, or even the Ulcer Performance Index, they use standard deviation and variance to determine risk. While that is an important element, I feel it's actually the maximum drawdown that's the most direct indication of whether investors can stay the course or whether they pull the plug.
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* All information, analysis, and articles on this site are provided for informational purposes only. Nothing herein should be interested as personalized investment advice as I make no recommendations to buy, sell, or hold any securities or positions. I'm making this website available "as is" with no warranty or guarantees of its accuracy, completeness, or current's. If you rely on this website or any of the information contained, you do so entirely at your own risk. I do not hold myself out as a financial advisor and nothing herein is a solicitation for any fund or securities mentioned. Although I may answer general questions about the information herein, I'm not licensed or registered under security laws to address your personal investment situation. Past performance is not indicative of future results. Any and all financial decisions are the sole responsibility of you the individual.