Vanguard Global Wellesley Fund Market Value
| VGWIX Fund | USD 23.93 0.03 0.13% |
| Symbol | Vanguard |
Vanguard Global '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 Global'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 Global.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Vanguard Global on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Global Wellesley or generate 0.0% return on investment in Vanguard Global over 90 days. Vanguard Global is related to or competes with SHP ETF, Opus Small, John Hancock, Amplify High, T Rowe, WisdomTree International, and Xtrackers MSCI. The fund invests approximately 60 percent to 70 percent of its assets in U.S More
Vanguard Global 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 Global'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 Global Wellesley upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2482 | |||
| Information Ratio | 0.009 | |||
| Maximum Drawdown | 1.33 | |||
| Value At Risk | (0.35) | |||
| Potential Upside | 0.4354 |
Vanguard Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Global's standard deviation. In reality, there are many statistical measures that can use Vanguard Global historical prices to predict the future Vanguard Global's volatility.| Risk Adjusted Performance | 0.1612 | |||
| Jensen Alpha | 0.0419 | |||
| Total Risk Alpha | 0.0354 | |||
| Sortino Ratio | 0.0093 | |||
| Treynor Ratio | 0.2349 |
Vanguard Global January 31, 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 | 0.1612 | |||
| Market Risk Adjusted Performance | 0.2449 | |||
| Mean Deviation | 0.2042 | |||
| Downside Deviation | 0.2482 | |||
| Coefficient Of Variation | 404.67 | |||
| Standard Deviation | 0.2575 | |||
| Variance | 0.0663 | |||
| Information Ratio | 0.009 | |||
| Jensen Alpha | 0.0419 | |||
| Total Risk Alpha | 0.0354 | |||
| Sortino Ratio | 0.0093 | |||
| Treynor Ratio | 0.2349 | |||
| Maximum Drawdown | 1.33 | |||
| Value At Risk | (0.35) | |||
| Potential Upside | 0.4354 | |||
| Downside Variance | 0.0616 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.25) | |||
| Skewness | 0.0171 | |||
| Kurtosis | 0.2599 |
Vanguard Global Wellesley Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Global Wellesley owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.32, which indicates the fund had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Vanguard Global Wellesley, which you can use to evaluate the volatility of the fund. Please validate Vanguard Global's Standard Deviation of 0.2575, downside deviation of 0.2482, and Risk Adjusted Performance of 0.1612 to confirm if the risk estimate we provide is consistent with the expected return of 0.0796%. The entity has a beta of 0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Global is expected to be smaller as well.
Auto-correlation | 0.88 |
Very good predictability
Vanguard Global Wellesley has very good predictability. Overlapping area represents the amount of predictability between Vanguard Global time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 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 Global Wellesley price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Vanguard Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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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 Global 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 Global security.
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