Vanguard Inflation Protected Securities Fund Beta
| VIPIX Fund | USD 9.41 0.03 0.32% |
As of the 8th of February, Vanguard Inflation-protec has the Risk Adjusted Performance of (0.01), semi deviation of 0.139, and Coefficient Of Variation of 3563.94. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard Inflation-protec, as well as the relationship between them.
Vanguard Inflation-protec's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Vanguard Inflation-protec's valuation are provided below:Vanguard Inflation Protected Securities does not presently have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Vanguard |
Vanguard Inflation-protec 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Vanguard Inflation-protec's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Vanguard Inflation-protec.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in Vanguard Inflation-protec on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Inflation Protected Securities or generate 0.0% return on investment in Vanguard Inflation-protec over 90 days. Vanguard Inflation-protec is related to or competes with Alger Health, T Rowe, Tekla Healthcare, Putnam Global, Prudential Health, and Blackrock Health. The fund invests at least 80 percent of its assets in inflation-indexed bonds issued by the U.S More
Vanguard Inflation-protec Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Vanguard Inflation-protec's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Vanguard Inflation Protected Securities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1953 | |||
| Information Ratio | (0.48) | |||
| Maximum Drawdown | 0.6417 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.3198 |
Vanguard Inflation-protec Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Inflation-protec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Inflation-protec's standard deviation. In reality, there are many statistical measures that can use Vanguard Inflation-protec historical prices to predict the future Vanguard Inflation-protec's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.43) | |||
| Treynor Ratio | (0.20) |
Vanguard Inflation-protec February 8, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.01) | |||
| Market Risk Adjusted Performance | (0.19) | |||
| Mean Deviation | 0.1417 | |||
| Semi Deviation | 0.139 | |||
| Downside Deviation | 0.1953 | |||
| Coefficient Of Variation | 3563.94 | |||
| Standard Deviation | 0.178 | |||
| Variance | 0.0317 | |||
| Information Ratio | (0.48) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.43) | |||
| Treynor Ratio | (0.20) | |||
| Maximum Drawdown | 0.6417 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.3198 | |||
| Downside Variance | 0.0381 | |||
| Semi Variance | 0.0193 | |||
| Expected Short fall | (0.18) | |||
| Skewness | 0.0749 | |||
| Kurtosis | (0.33) |
Vanguard Inflation-protec Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Inflation-protec owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0311, which indicates the fund had a 0.0311 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Inflation Protected Securities, which you can use to evaluate the volatility of the fund. Please validate Vanguard Inflation-protec's Coefficient Of Variation of 3563.94, semi deviation of 0.139, and Risk Adjusted Performance of (0.01) to confirm if the risk estimate we provide is consistent with the expected return of 0.0053%. The entity has a beta of 0.0245, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Inflation-protec's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Inflation-protec is expected to be smaller as well.
Auto-correlation | -0.37 |
Poor reverse predictability
Vanguard Inflation Protected Securities has poor reverse predictability. Overlapping area represents the amount of predictability between Vanguard Inflation-protec time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vanguard Inflation-protec price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Vanguard Inflation-protec price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Vanguard Inflation Protected Securities has a Beta of 0.0. This indicator is about the same for the Vanguard average (which is currently at 0.0) family and about the same as Inflation-Protected Bond (which currently averages 0.0) category. This indicator is about the same for all United States funds average (which is currently at 0.0).
Vanguard Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Vanguard Inflation-protec's current stock value. Our valuation model uses many indicators to compare Vanguard Inflation-protec value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Vanguard Inflation-protec competition to find correlations between indicators driving Vanguard Inflation-protec's intrinsic value. More Info.Vanguard Inflation Protected Securities is presently regarded as number one fund in annual yield among similar funds. It also is presently regarded as number one fund in year to date return among similar funds creating about 8.96 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Vanguard Inflation-protec's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Vanguard Inflation-protec
The fund invests most of its asset under management in bonds or other fixed income securities. .Asset allocation divides Vanguard Inflation-protec's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Vanguard Fundamentals
| Total Asset | 41.77 B | ||||
| Annual Yield | 0.05 % | ||||
| Year To Date Return | 0.43 % | ||||
| One Year Return | 6.27 % | ||||
| Three Year Return | 3.45 % | ||||
| Five Year Return | 1.06 % | ||||
| Ten Year Return | 3.48 % | ||||
| Net Asset | 28.11 B | ||||
| Minimum Initial Investment | 5 M | ||||
| Cash Position Weight | 0.08 % | ||||
| Bond Positions Weight | 99.92 % |
About Vanguard Inflation-protec Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Vanguard Inflation Protected Securities's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Vanguard Inflation-protec using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Vanguard Inflation Protected Securities based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Vanguard Mutual Fund
Vanguard Inflation-protec financial ratios help investors to determine whether Vanguard Mutual Fund 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 Inflation-protec security.
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