Vanguard Funds Public Etf Performance
| VNGBF Etf | USD 57.25 0.28 0.49% |
The entity has a beta of -0.03, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Funds are expected to decrease at a much lower rate. During the bear market, Vanguard Funds is likely to outperform the market.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard Funds Public are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable fundamental drivers, Vanguard Funds is not utilizing all of its potentials. The recent stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Fifty Two Week Low | 50.98 | |
| Fifty Two Week High | 50.98 |
Vanguard |
Vanguard Funds Relative Risk vs. Return Landscape
If you would invest 5,687 in Vanguard Funds Public on August 25, 2024 and sell it today you would earn a total of 38.00 from holding Vanguard Funds Public or generate 0.67% return on investment over 90 days. Vanguard Funds Public is currently producing 0.0121% returns and takes up 0.1998% volatility of returns over 90 trading days. Put another way, 1% of traded pink sheets are less volatile than Vanguard, and 99% of all traded equity instruments are likely to generate higher returns 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 pink sheets, such as Vanguard Funds Public, 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 = 0.0605
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| Negative Returns | VNGBF |
Estimated Market Risk
| 0.2 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Vanguard Funds is performing at about 4% 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.