Vanguard Global (Australia) Performance
| VBLD Etf | 73.48 0.52 0.71% |
The entity has a beta of 0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Global is expected to be smaller as well.
Risk-Adjusted Performance
16 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard Global Infrastructure are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Vanguard Global may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
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Vanguard Global Relative Risk vs. Return Landscape
If you would invest 6,691 in Vanguard Global Infrastructure on August 29, 2024 and sell it today you would earn a total of 657.00 from holding Vanguard Global Infrastructure or generate 9.82% return on investment over 90 days. Vanguard Global Infrastructure is generating 0.1467% of daily returns and assumes 0.7143% volatility on return distribution over the 90 days horizon. Simply put, 6% 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 Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Global's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vanguard Global Infrastructure, and traders can use it to determine the average amount a Vanguard Global'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 = 0.2054
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Estimated Market Risk
| 0.71 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.15 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 Global 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 Global by adding it to a well-diversified portfolio.
About Vanguard Global Performance
Assessing Vanguard Global's fundamental ratios provides investors with valuable insights into Vanguard Global's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Vanguard Global 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 Global is entity of Australia. It is traded as Etf on AU exchange.