Vanguard FTSE (Germany) Performance
| VERE Etf | 50.27 0.08 0.16% |
The entity has a beta of 0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard FTSE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard FTSE is expected to be smaller as well.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard FTSE Developed are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady technical and fundamental indicators, Vanguard FTSE may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
Vanguard |
Vanguard FTSE Relative Risk vs. Return Landscape
If you would invest 4,518 in Vanguard FTSE Developed on December 19, 2024 and sell it today you would earn a total of 501.00 from holding Vanguard FTSE Developed or generate 11.09% return on investment over 90 days. Vanguard FTSE Developed is generating 0.1787% of daily returns and assumes 0.8139% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than Vanguard, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Vanguard FTSE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard FTSE's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vanguard FTSE Developed, and traders can use it to determine the average amount a Vanguard FTSE's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2195
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Estimated Market Risk
| 0.81 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.22 actual daily | 17 83% of assets perform better |
Based on monthly moving average Vanguard FTSE is performing at about 17% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Vanguard FTSE by adding it to a well-diversified portfolio.