Vanguard California Long Term Fund Market Value
| VCITX Fund | USD 11.57 0.01 0.09% |
| Symbol | Vanguard |
Vanguard California '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 California'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 California.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in Vanguard California on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard California Long Term or generate 0.0% return on investment in Vanguard California over 90 days. Vanguard California is related to or competes with Vanguard California, Vanguard New, Vanguard Pennsylvania, First Trust, JPMorgan BetaBuilders, Invesco KBW, and IShares ESG. The fund invests primarily in high-quality municipal bonds issued by California state and local governments, as well as ... More
Vanguard California 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 California'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 California Long Term upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2271 | |||
| Information Ratio | (0.50) | |||
| Maximum Drawdown | 0.873 | |||
| Value At Risk | (0.09) | |||
| Potential Upside | 0.2616 |
Vanguard California Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard California's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard California's standard deviation. In reality, there are many statistical measures that can use Vanguard California historical prices to predict the future Vanguard California's volatility.| Risk Adjusted Performance | 0.0955 | |||
| Jensen Alpha | 0.0131 | |||
| Total Risk Alpha | 9.0E-4 | |||
| Sortino Ratio | (0.29) | |||
| Treynor Ratio | 1.54 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard California's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vanguard California 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 | 0.0955 | |||
| Market Risk Adjusted Performance | 1.55 | |||
| Mean Deviation | 0.0821 | |||
| Downside Deviation | 0.2271 | |||
| Coefficient Of Variation | 547.27 | |||
| Standard Deviation | 0.1305 | |||
| Variance | 0.017 | |||
| Information Ratio | (0.50) | |||
| Jensen Alpha | 0.0131 | |||
| Total Risk Alpha | 9.0E-4 | |||
| Sortino Ratio | (0.29) | |||
| Treynor Ratio | 1.54 | |||
| Maximum Drawdown | 0.873 | |||
| Value At Risk | (0.09) | |||
| Potential Upside | 0.2616 | |||
| Downside Variance | 0.0516 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.15) | |||
| Skewness | (0.44) | |||
| Kurtosis | 5.08 |
Vanguard California Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard California owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Vanguard California Long Term, which you can use to evaluate the volatility of the fund. Please validate Vanguard California's Risk Adjusted Performance of 0.0955, downside deviation of 0.2271, and Standard Deviation of 0.1305 to confirm if the risk estimate we provide is consistent with the expected return of 0.024%. The entity has a beta of 0.009, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard California's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard California is expected to be smaller as well.
Auto-correlation | -0.21 |
Weak reverse predictability
Vanguard California Long Term has weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard California 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 California price movement. The serial correlation of -0.21 indicates that over 21.0% of current Vanguard California price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 California 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 California security.
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes |