Vanguard Inflation Protected Securities Fund Market Value
| VAIPX Fund | USD 23.07 0.01 0.04% |
| Symbol | 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.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Vanguard Inflation-protec on February 29, 2024 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 270 days. Vanguard Inflation-protec is related to or competes with Vanguard Short-term, Vanguard Gnma, Vanguard High, Vanguard Total, and Vanguard Short-term. 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.
| Information Ratio | (0.54) | |||
| Maximum Drawdown | 1.28 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.3398 |
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 | (0.05) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (1.50) |
Vanguard Inflation-protec Backtested Returns
Vanguard Inflation-protec owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0801, which indicates the fund had a -0.0801% return per unit of risk over the last 3 months. Vanguard Inflation Protected Securities exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Inflation-protec's Risk Adjusted Performance of (0.05), coefficient of variation of (2,292), and Variance of 0.0687 to confirm the risk estimate we provide. The entity has a beta of 0.0143, 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 29th of February 2024 to 13th of July 2024 and 13th of July 2024 to 25th of November 2024. 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 | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Vanguard Inflation-protec lagged returns against current returns
Autocorrelation, which is Vanguard Inflation-protec mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Vanguard Inflation-protec's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Inflation-protec returns to help us make a trade decision. For example, suppose you find that Vanguard Inflation-protec has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Vanguard Inflation-protec regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Vanguard Inflation-protec mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Inflation-protec mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Inflation-protec mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Inflation-protec Lagged Returns
When evaluating Vanguard Inflation-protec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Inflation-protec mutual fund have on its future price. Vanguard Inflation-protec autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Vanguard Inflation-protec autocorrelation shows the relationship between Vanguard Inflation-protec mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Inflation Protected Securities.
Regressed Prices |
| Timeline |
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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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