Vanguard Tax Managed Small Cap Fund Market Value
| VTMSX Fund | USD 98.31 1.21 1.22% |
| Symbol | Vanguard |
Vanguard Tax '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 Tax'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 Tax.
| 10/04/2025 |
| 01/02/2026 |
If you would invest 0.00 in Vanguard Tax on October 4, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Tax Managed Small Cap or generate 0.0% return on investment in Vanguard Tax over 90 days. Vanguard Tax is related to or competes with T Rowe, Vanguard Strategic, Clearbridge Dividend, T Rowe, Mfs Mid, Fidelity Equity, and Largecap. The fund purchases stocks included in the S P SmallCap 600 Indexan index that is made up of stocks of smaller U.S More
Vanguard Tax 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 Tax'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 Tax Managed Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.35 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 1.97 |
Vanguard Tax Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Tax's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Tax's standard deviation. In reality, there are many statistical measures that can use Vanguard Tax historical prices to predict the future Vanguard Tax's volatility.| Risk Adjusted Performance | 0.0133 | |||
| Jensen Alpha | 0.0062 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.30) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Tax'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 Tax Managed Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Tax Managed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0173, which indicates the fund had a 0.0173 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Tax Managed Small Cap, which you can use to evaluate the volatility of the fund. Please validate Vanguard Tax's Coefficient Of Variation of 7551.39, semi deviation of 1.05, and Risk Adjusted Performance of 0.0133 to confirm if the risk estimate we provide is consistent with the expected return of 0.0202%. The entity has a beta of -0.0176, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Tax are expected to decrease at a much lower rate. During the bear market, Vanguard Tax is likely to outperform the market.
Auto-correlation | 0.16 |
Very weak predictability
Vanguard Tax Managed Small Cap has very weak predictability. Overlapping area represents the amount of predictability between Vanguard Tax time series from 4th of October 2025 to 18th of November 2025 and 18th of November 2025 to 2nd 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 Tax Managed price movement. The serial correlation of 0.16 indicates that over 16.0% of current Vanguard Tax price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 6.71 |
Vanguard Tax Managed lagged returns against current returns
Autocorrelation, which is Vanguard Tax mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Vanguard Tax's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Tax returns to help us make a trade decision. For example, suppose you find that Vanguard Tax has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Vanguard Tax regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Vanguard Tax mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Tax mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Tax mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Tax Lagged Returns
When evaluating Vanguard Tax's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Tax mutual fund have on its future price. Vanguard Tax autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Vanguard Tax autocorrelation shows the relationship between Vanguard Tax mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Tax Managed Small Cap.
Regressed Prices |
| Timeline |
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.| JBL | Jabil Circuit | |
| MRK | Merck Company | |
| AMGN | Amgen Inc |
Other Information on Investing in Vanguard Mutual Fund
Vanguard Tax 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 Tax security.
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world |