Vanguard Funds Public Etf Performance
| VNGDF Etf | USD 115.03 0.13 0.11% |
The entity has a beta of 0.48, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Funds' returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Funds is expected to be smaller as well.
Risk-Adjusted Performance
13 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard Funds Public are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile fundamental indicators, Vanguard Funds may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| Fifty Two Week Low | 71.13 | |
| Fifty Two Week High | 71.13 |
Vanguard |
Vanguard Funds Relative Risk vs. Return Landscape
If you would invest 10,695 in Vanguard Funds Public on September 18, 2024 and sell it today you would earn a total of 808.00 from holding Vanguard Funds Public or generate 7.55% return on investment over 90 days. Vanguard Funds Public is currently producing 0.1179% returns and takes up 0.6801% volatility of returns over 90 trading days. Put another way, 6% of traded pink sheets are less volatile than Vanguard, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Vanguard Funds Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Funds' investment risk. Standard deviation is the most common way to measure market volatility of pink sheets, such as Vanguard Funds Public, and traders can use it to determine the average amount a Vanguard Funds' 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 = 0.1734
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Estimated Market Risk
| 0.68 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average Vanguard Funds is performing at about 13% 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 Funds by adding it to a well-diversified portfolio.
About Vanguard Funds Performance
By analyzing Vanguard Funds' fundamental ratios, stakeholders can gain valuable insights into Vanguard Funds' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Vanguard Funds has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Vanguard Funds has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.