Vanguard Large Cap Index Fund Market Value
| VLCAX Fund | USD 160.18 1.46 0.90% |
| Symbol | Vanguard |
Vanguard Large-cap '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 Large-cap'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 Large-cap.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Vanguard Large-cap on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Large Cap Index or generate 0.0% return on investment in Vanguard Large-cap over 90 days. Vanguard Large-cap is related to or competes with Vanguard Large, Vanguard Small, Vanguard Real, Vanguard Ftse, Vanguard FTSE, Vanguard Balanced, and Vanguard Total. The fund employs an indexing investment approach designed to track the performance of the CRSP US Large Cap Index, a bro... More
Vanguard Large-cap 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 Large-cap'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 Large Cap Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8428 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.68 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 0.9255 |
Vanguard Large-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Large-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Large-cap's standard deviation. In reality, there are many statistical measures that can use Vanguard Large-cap historical prices to predict the future Vanguard Large-cap's volatility.| Risk Adjusted Performance | 0.0048 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.01) |
Vanguard Large-cap February 4, 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 | 0.0048 | |||
| Market Risk Adjusted Performance | 0.0032 | |||
| Mean Deviation | 0.5414 | |||
| Semi Deviation | 0.8111 | |||
| Downside Deviation | 0.8428 | |||
| Coefficient Of Variation | 14896.64 | |||
| Standard Deviation | 0.7243 | |||
| Variance | 0.5246 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 3.68 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 0.9255 | |||
| Downside Variance | 0.7102 | |||
| Semi Variance | 0.6579 | |||
| Expected Short fall | (0.52) | |||
| Skewness | (0.57) | |||
| Kurtosis | 0.627 |
Vanguard Large Cap Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Large Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0658, which indicates the fund had a 0.0658 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Large Cap Index, which you can use to evaluate the volatility of the fund. Please validate Vanguard Large-cap's Risk Adjusted Performance of 0.0048, semi deviation of 0.8111, and Coefficient Of Variation of 14896.64 to confirm if the risk estimate we provide is consistent with the expected return of 0.0469%. The entity has a beta of 0.76, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Large-cap's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Large-cap is expected to be smaller as well.
Auto-correlation | 0.12 |
Insignificant predictability
Vanguard Large Cap Index has insignificant predictability. Overlapping area represents the amount of predictability between Vanguard Large-cap time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th 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 Large Cap price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Vanguard Large-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.92 |
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 Large-cap 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 Large-cap security.
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