Vanguard USD (UK) Performance
| VDTS Etf | 20.99 0.03 0.14% |
The entity has a beta of -0.53, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Vanguard USD are expected to decrease at a much lower rate. During the bear market, Vanguard USD is likely to outperform the market.
Risk-Adjusted Performance
16 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard USD Treasury are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Vanguard USD unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
Vanguard |
Vanguard USD Relative Risk vs. Return Landscape
If you would invest 611.00 in Vanguard USD Treasury on October 8, 2024 and sell it today you would earn a total of 1,488 from holding Vanguard USD Treasury or generate 243.54% return on investment over 90 days. Vanguard USD Treasury is generating 2.5007% of daily returns and assumes 11.6473% 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 |
Vanguard USD Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard USD's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vanguard USD Treasury, and traders can use it to determine the average amount a Vanguard USD'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 = 0.2147
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | VDTS | |||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 11.65 actual daily | 96 96% of assets are less volatile |
Expected Return
| 2.5 actual daily | 49 51% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average Vanguard USD is performing at about 16% 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 USD by adding it to a well-diversified portfolio.
About Vanguard USD Performance
Assessing Vanguard USD's fundamental ratios provides investors with valuable insights into Vanguard USD's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Vanguard USD is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Vanguard USD is entity of United Kingdom. It is traded as Etf on LSE exchange.| Vanguard USD is way too risky over 90 days horizon | |
| Vanguard USD appears to be risky and price may revert if volatility continues |
Other Information on Investing in Vanguard Etf
Vanguard USD financial ratios help investors to determine whether Vanguard Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vanguard with respect to the benefits of owning Vanguard USD security.