Vanguard Funds (Germany) Performance
| V80A Etf | EUR 36.49 0.46 1.24% |
The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. 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
12 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard Funds PLC are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, Vanguard Funds is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Vanguard |
Vanguard Funds Relative Risk vs. Return Landscape
If you would invest 3,435 in Vanguard Funds PLC on September 23, 2024 and sell it today you would earn a total of 214.00 from holding Vanguard Funds PLC or generate 6.23% return on investment over 90 days. Vanguard Funds PLC is generating 0.0934% of daily returns assuming 0.6097% volatility of returns over the 90 days investment horizon. Simply put, 5% of all etfs have less volatile historical return distribution than Vanguard Funds, and 99% of all equity instruments are likely to generate higher returns than the company 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 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 = 0.1533
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | V80A | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.61 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 12 88% of assets perform better |
Based on monthly moving average Vanguard Funds is performing at about 12% 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.