Vanguard Tax Managed Small Cap Fund Market Value
| VTMSX Fund | USD 106.99 0.38 0.36% |
| Symbol | Vanguard |
Vanguard Tax-managed '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-managed'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-managed.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in Vanguard Tax-managed on November 28, 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-managed over 90 days. Vanguard Tax-managed is related to or competes with T Rowe, Vanguard Strategic, Clearbridge Dividend, T Rowe, Mfs Mid, Fidelity Equity-income, and Largecap. The fund purchases stocks included in the SP SmallCap 600 Index an index that is made up of the stocks of small-capitali... More
Vanguard Tax-managed 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-managed'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 | 0.9029 | |||
| Information Ratio | 0.1029 | |||
| Maximum Drawdown | 5.16 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 2.56 |
Vanguard Tax-managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Tax-managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Tax-managed's standard deviation. In reality, there are many statistical measures that can use Vanguard Tax-managed historical prices to predict the future Vanguard Tax-managed's volatility.| Risk Adjusted Performance | 0.1598 | |||
| Jensen Alpha | 0.0918 | |||
| Total Risk Alpha | 0.0713 | |||
| Sortino Ratio | 0.1232 | |||
| Treynor Ratio | 0.1756 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Tax-managed'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 February 26, 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 | 0.1598 | |||
| Market Risk Adjusted Performance | 0.1856 | |||
| Mean Deviation | 0.8214 | |||
| Semi Deviation | 0.6401 | |||
| Downside Deviation | 0.9029 | |||
| Coefficient Of Variation | 491.12 | |||
| Standard Deviation | 1.08 | |||
| Variance | 1.17 | |||
| Information Ratio | 0.1029 | |||
| Jensen Alpha | 0.0918 | |||
| Total Risk Alpha | 0.0713 | |||
| Sortino Ratio | 0.1232 | |||
| Treynor Ratio | 0.1756 | |||
| Maximum Drawdown | 5.16 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 2.56 | |||
| Downside Variance | 0.8153 | |||
| Semi Variance | 0.4098 | |||
| Expected Short fall | (0.97) | |||
| Skewness | 0.4392 | |||
| Kurtosis | 0.5156 |
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 0.15, which indicates the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Tax Managed Small Cap, which you can use to evaluate the volatility of the fund. Please validate Vanguard Tax-managed's Semi Deviation of 0.6401, risk adjusted performance of 0.1598, and Coefficient Of Variation of 491.12 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. The entity has a beta of 1.2, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vanguard Tax-managed will likely underperform.
Auto-correlation | 0.32 |
Below average predictability
Vanguard Tax Managed Small Cap has below average predictability. Overlapping area represents the amount of predictability between Vanguard Tax-managed time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th 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 Tax Managed price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Vanguard Tax-managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 2.24 |
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 Tax-managed 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-managed security.
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities |