Vanguard Sumer Discretionary Fund Market Value
| VCDAX Fund | USD 199.09 1.34 0.67% |
| Symbol | Vanguard |
Vanguard Consumer '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 Consumer'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 Consumer.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Vanguard Consumer on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Sumer Discretionary or generate 0.0% return on investment in Vanguard Consumer over 90 days. Vanguard Consumer is related to or competes with Vanguard Consumer, Vanguard Industrials, Vanguard Industrials, Vanguard Consumer, Vanguard Communication, Vanguard Energy, and Vanguard Energy. The fund employs an indexing investment approach designed to track the performance of the index, an index made up of sto... More
Vanguard Consumer 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 Consumer'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 Sumer Discretionary upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.96 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.82 |
Vanguard Consumer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Consumer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Consumer's standard deviation. In reality, there are many statistical measures that can use Vanguard Consumer historical prices to predict the future Vanguard Consumer's volatility.| Risk Adjusted Performance | 0.0163 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0086 |
Vanguard Consumer February 20, 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 | 0.0163 | |||
| Market Risk Adjusted Performance | 0.0186 | |||
| Mean Deviation | 0.7792 | |||
| Semi Deviation | 0.9437 | |||
| Downside Deviation | 1.01 | |||
| Coefficient Of Variation | 5535.47 | |||
| Standard Deviation | 1.02 | |||
| Variance | 1.04 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0086 | |||
| Maximum Drawdown | 4.96 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.82 | |||
| Downside Variance | 1.03 | |||
| Semi Variance | 0.8905 | |||
| Expected Short fall | (0.85) | |||
| Skewness | 0.0399 | |||
| Kurtosis | 0.2191 |
Vanguard Sumer Discr Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Sumer Discr owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0462, which indicates the fund had a 0.0462 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Sumer Discretionary, which you can use to evaluate the volatility of the fund. Please validate Vanguard Consumer's Risk Adjusted Performance of 0.0163, coefficient of variation of 5535.47, and Semi Deviation of 0.9437 to confirm if the risk estimate we provide is consistent with the expected return of 0.0442%. The entity has a beta of 0.98, which indicates possible diversification benefits within a given portfolio. Vanguard Consumer returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Consumer is expected to follow.
Auto-correlation | -0.36 |
Poor reverse predictability
Vanguard Sumer Discretionary has poor reverse predictability. Overlapping area represents the amount of predictability between Vanguard Consumer time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th 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 Sumer Discr price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Vanguard Consumer price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 19.72 |
Also Currently Popular
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 Consumer 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 Consumer security.
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |