Vanguard Funds (UK) Performance

V3SP Etf   5.63  0.01  0.18%   
The entity has a beta of 1.15, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vanguard Funds will likely underperform.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard Funds Plc are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Vanguard Funds unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
  

Vanguard Funds Relative Risk vs. Return Landscape

If you would invest  172.00  in Vanguard Funds Plc on December 2, 2024 and sell it today you would earn a total of  391.00  from holding Vanguard Funds Plc or generate 227.33% return on investment over 90 days. Vanguard Funds Plc is generating 2.5779% of daily returns and assumes 14.5002% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than Vanguard on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon Vanguard Funds is expected to generate 19.49 times more return on investment than the market. However, the company is 19.49 times more volatile than its market benchmark. It trades about 0.18 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.04 per unit of 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 etfs, such as Vanguard Funds Plc, 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 = 0.1778

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Estimated Market Risk

 14.5
  actual daily
96
96% of assets are less volatile

Expected Return

 2.58
  actual daily
51
51% of assets have lower returns

Risk-Adjusted Return

 0.18
  actual daily
14
86% of assets perform better
Based on monthly moving average Vanguard Funds is performing at about 14% 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.
Vanguard Funds Plc is way too risky over 90 days horizon
Vanguard Funds Plc appears to be risky and price may revert if volatility continues