Vanguard Reit Index Fund Market Value
| VGSIX Fund | USD 29.86 0.32 1.06% |
| Symbol | Vanguard |
Vanguard Reit '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 Reit'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 Reit.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Vanguard Reit on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Reit Index or generate 0.0% return on investment in Vanguard Reit over 90 days. Vanguard Reit is related to or competes with Pace Smallmedium, Morningstar Growth, Crafword Dividend, T Rowe, Ab Concentrated, Qs Moderate, and Qs Defensive. The advisor attempts to track the index by investing all, or substantially all, of its assets-either directly or indirec... More
Vanguard Reit 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 Reit'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 Reit Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.815 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.47 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.18 |
Vanguard Reit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Reit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Reit's standard deviation. In reality, there are many statistical measures that can use Vanguard Reit historical prices to predict the future Vanguard Reit's volatility.| Risk Adjusted Performance | 0.0293 | |||
| Jensen Alpha | (0.0005) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0445 |
Vanguard Reit February 2, 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 | 0.0293 | |||
| Market Risk Adjusted Performance | 0.0545 | |||
| Mean Deviation | 0.56 | |||
| Semi Deviation | 0.7634 | |||
| Downside Deviation | 0.815 | |||
| Coefficient Of Variation | 2497.8 | |||
| Standard Deviation | 0.7291 | |||
| Variance | 0.5316 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0.0005) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0445 | |||
| Maximum Drawdown | 3.47 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.18 | |||
| Downside Variance | 0.6643 | |||
| Semi Variance | 0.5828 | |||
| Expected Short fall | (0.53) | |||
| Skewness | (0.14) | |||
| Kurtosis | 0.08 |
Vanguard Reit Index Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Reit Index owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.04, which indicates the fund had a 0.04 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Reit Index, which you can use to evaluate the volatility of the fund. Please validate Vanguard Reit's Coefficient Of Variation of 2497.8, semi deviation of 0.7634, and Risk Adjusted Performance of 0.0293 to confirm if the risk estimate we provide is consistent with the expected return of 0.0292%. The entity has a beta of 0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Reit's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Reit is expected to be smaller as well.
Auto-correlation | 0.53 |
Modest predictability
Vanguard Reit Index has modest predictability. Overlapping area represents the amount of predictability between Vanguard Reit time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd 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 Reit Index price movement. The serial correlation of 0.53 indicates that about 53.0% of current Vanguard Reit price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
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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 Reit 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 Reit security.
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