Vanguard LifeStrategy (Germany) Performance
| V60A Etf | 32.56 0.24 0.74% |
The entity has a beta of 0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard LifeStrategy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard LifeStrategy is expected to be smaller as well.
Risk-Adjusted Performance
16 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard LifeStrategy 60 are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, Vanguard LifeStrategy is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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Vanguard LifeStrategy Relative Risk vs. Return Landscape
If you would invest 3,052 in Vanguard LifeStrategy 60 on September 3, 2024 and sell it today you would earn a total of 180.00 from holding Vanguard LifeStrategy 60 or generate 5.9% return on investment over 90 days. Vanguard LifeStrategy 60 is generating 0.0891% of daily returns and assumes 0.4227% volatility on return distribution over the 90 days horizon. Simply put, 3% of etfs are less volatile than Vanguard, and 99% 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 LifeStrategy Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard LifeStrategy's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vanguard LifeStrategy 60, and traders can use it to determine the average amount a Vanguard LifeStrategy'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 = 0.2107
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Estimated Market Risk
| 0.42 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average Vanguard LifeStrategy 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 LifeStrategy by adding it to a well-diversified portfolio.