Vanguard Long Term Government Fund Market Value
| VLGSX Fund | USD 19.00 0.19 1.01% |
| Symbol | Vanguard |
Vanguard Long-term '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 Long-term'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 Long-term.
| 11/13/2025 |
| 02/11/2026 |
If you would invest 0.00 in Vanguard Long-term on November 13, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Long Term Government or generate 0.0% return on investment in Vanguard Long-term over 90 days. Vanguard Long-term is related to or competes with Vanguard Long, IShares TIPS, Schwab TIPS, Vanguard Russell, IShares 0, Vanguard Financials, and SPDR Russell. The fund employs an indexing investment approach designed to track the performance of the Bloomberg U.S More
Vanguard Long-term 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 Long-term'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 Long Term Government upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.48 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 1.96 | |||
| Value At Risk | (0.68) | |||
| Potential Upside | 0.6974 |
Vanguard Long-term Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Long-term's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Long-term's standard deviation. In reality, there are many statistical measures that can use Vanguard Long-term historical prices to predict the future Vanguard Long-term's volatility.| Risk Adjusted Performance | 0.0097 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.17) | |||
| Treynor Ratio | (0) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Long-term'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 Long-term February 11, 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 | 0.0097 | |||
| Market Risk Adjusted Performance | 0.008 | |||
| Mean Deviation | 0.3623 | |||
| Semi Deviation | 0.4465 | |||
| Downside Deviation | 0.48 | |||
| Coefficient Of Variation | 4642.33 | |||
| Standard Deviation | 0.456 | |||
| Variance | 0.2079 | |||
| Information Ratio | (0.18) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.17) | |||
| Treynor Ratio | (0) | |||
| Maximum Drawdown | 1.96 | |||
| Value At Risk | (0.68) | |||
| Potential Upside | 0.6974 | |||
| Downside Variance | 0.2304 | |||
| Semi Variance | 0.1993 | |||
| Expected Short fall | (0.38) | |||
| Skewness | (0.19) | |||
| Kurtosis | (0.09) |
Vanguard Long Term Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Long Term owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the fund had a close to zero % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Long Term Government, which you can use to evaluate the volatility of the fund. Please validate Vanguard Long-term's Risk Adjusted Performance of 0.0097, coefficient of variation of 4642.33, and Semi Deviation of 0.4465 to confirm if the risk estimate we provide is consistent with the expected return of 0.0019%. The entity has a beta of 0.0872, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Long-term's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Long-term is expected to be smaller as well.
Auto-correlation | 0.33 |
Below average predictability
Vanguard Long Term Government has below average predictability. Overlapping area represents the amount of predictability between Vanguard Long-term time series from 13th of November 2025 to 28th of December 2025 and 28th of December 2025 to 11th 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 Long Term price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Vanguard Long-term price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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Vanguard Long-term 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 Long-term security.
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