Vanguard LifeStrategy (Netherlands) Performance
| V80A Etf | EUR 36.78 0.26 0.71% |
The entity has a beta of 0.51, which indicates possible diversification benefits within a given portfolio. 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 80 are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Vanguard LifeStrategy may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
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Vanguard LifeStrategy Relative Risk vs. Return Landscape
If you would invest 3,404 in Vanguard LifeStrategy 80 on August 25, 2024 and sell it today you would earn a total of 274.00 from holding Vanguard LifeStrategy 80 or generate 8.05% return on investment over 90 days. Vanguard LifeStrategy 80 is generating 0.1189% of daily returns and assumes 0.5583% volatility on return distribution over the 90 days horizon. Simply put, 4% of etfs are less volatile than Vanguard, and 98% 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 80, 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 = 0.213
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Estimated Market Risk
| 0.56 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% 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.
About Vanguard LifeStrategy Performance
Assessing Vanguard LifeStrategy's fundamental ratios provides investors with valuable insights into Vanguard LifeStrategy's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Vanguard LifeStrategy 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.