Vanguard Strategic Small Cap Fund Market Value
| VSTCX Fund | USD 44.34 0.76 1.69% |
| Symbol | Vanguard |
Vanguard Strategic '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 Strategic'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 Strategic.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Vanguard Strategic on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Strategic Small Cap or generate 0.0% return on investment in Vanguard Strategic over 90 days. Vanguard Strategic is related to or competes with Invesco FTSE, SPDR MSCI, Direxion Daily, SPDR SP, First Trust, Xtrackers, and WisdomTree Emerging. The fund invests in the stocks of small-size U.S More
Vanguard Strategic 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 Strategic'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 Strategic Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9571 | |||
| Information Ratio | 0.1176 | |||
| Maximum Drawdown | 7.84 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 2.25 |
Vanguard Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Strategic's standard deviation. In reality, there are many statistical measures that can use Vanguard Strategic historical prices to predict the future Vanguard Strategic's volatility.| Risk Adjusted Performance | 0.1494 | |||
| Jensen Alpha | 0.1526 | |||
| Total Risk Alpha | 0.1105 | |||
| Sortino Ratio | 0.1605 | |||
| Treynor Ratio | 0.2213 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Strategic'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 Strategic February 13, 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 | 0.1494 | |||
| Market Risk Adjusted Performance | 0.2313 | |||
| Mean Deviation | 0.8871 | |||
| Semi Deviation | 0.6807 | |||
| Downside Deviation | 0.9571 | |||
| Coefficient Of Variation | 557.52 | |||
| Standard Deviation | 1.31 | |||
| Variance | 1.71 | |||
| Information Ratio | 0.1176 | |||
| Jensen Alpha | 0.1526 | |||
| Total Risk Alpha | 0.1105 | |||
| Sortino Ratio | 0.1605 | |||
| Treynor Ratio | 0.2213 | |||
| Maximum Drawdown | 7.84 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 2.25 | |||
| Downside Variance | 0.916 | |||
| Semi Variance | 0.4634 | |||
| Expected Short fall | (1.11) | |||
| Skewness | 1.62 | |||
| Kurtosis | 6.22 |
Vanguard Strategic Backtested Returns
Vanguard Strategic appears to be very steady, given 3 months investment horizon. Vanguard Strategic owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the fund had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Vanguard Strategic Small Cap, which you can use to evaluate the volatility of the fund. Please review Vanguard Strategic's Risk Adjusted Performance of 0.1494, semi deviation of 0.6807, and Coefficient Of Variation of 557.52 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.01, which indicates a somewhat significant risk relative to the market. Vanguard Strategic returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Strategic is expected to follow.
Auto-correlation | 0.67 |
Good predictability
Vanguard Strategic Small Cap has good predictability. Overlapping area represents the amount of predictability between Vanguard Strategic time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 Strategic price movement. The serial correlation of 0.67 indicates that around 67.0% of current Vanguard Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.56 |
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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 Strategic 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 Strategic security.
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