Vanguard Ultra Short Term Bond Fund Market Value
| VUSFX Fund | USD 20.10 0.01 0.05% |
| Symbol | Vanguard |
Vanguard Ultra-short-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 Ultra-short-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 Ultra-short-term.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Vanguard Ultra-short-term on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard Ultra Short Term Bond or generate 0.0% return on investment in Vanguard Ultra-short-term over 690 days. Vanguard Ultra-short-term is related to or competes with Artisan Global, Us Global, Us Global, Morgan Stanley, Dodge Cox, and Barings Global. The fund invests in a diversified portfolio of high-quality and, to a lesser extent, medium-quality fixed income securit... More
Vanguard Ultra-short-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 Ultra-short-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 Ultra Short Term Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0612 | |||
| Information Ratio | (2.54) | |||
| Maximum Drawdown | 0.2007 | |||
| Value At Risk | (0.05) | |||
| Potential Upside | 0.0998 |
Vanguard Ultra-short-term Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Ultra-short-term's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Ultra-short-term's standard deviation. In reality, there are many statistical measures that can use Vanguard Ultra-short-term historical prices to predict the future Vanguard Ultra-short-term's volatility.| Risk Adjusted Performance | 0.1442 | |||
| Jensen Alpha | 0.0077 | |||
| Total Risk Alpha | 0.001 | |||
| Sortino Ratio | (1.76) | |||
| Treynor Ratio | (3.24) |
Vanguard Ultra-short-term Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Ultra-short-term owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.42, which indicates the fund had a 0.42% return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Vanguard Ultra Short Term Bond, which you can use to evaluate the volatility of the fund. Please validate Vanguard Ultra-short-term's Downside Deviation of 0.0612, risk adjusted performance of 0.1442, and Standard Deviation of 0.0425 to confirm if the risk estimate we provide is consistent with the expected return of 0.0175%. The entity has a beta of -0.0023, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Ultra-short-term are expected to decrease at a much lower rate. During the bear market, Vanguard Ultra-short-term is likely to outperform the market.
Auto-correlation | 0.98 |
Excellent predictability
Vanguard Ultra Short Term Bond has excellent predictability. Overlapping area represents the amount of predictability between Vanguard Ultra-short-term time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 to 29th of November 2024. 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 Ultra-short-term price movement. The serial correlation of 0.98 indicates that 98.0% of current Vanguard Ultra-short-term price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.98 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Vanguard Ultra-short-term lagged returns against current returns
Autocorrelation, which is Vanguard Ultra-short-term 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 Ultra-short-term's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Ultra-short-term returns to help us make a trade decision. For example, suppose you find that Vanguard Ultra-short-term 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 Ultra-short-term 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 Ultra-short-term mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Ultra-short-term 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 Ultra-short-term mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Ultra-short-term Lagged Returns
When evaluating Vanguard Ultra-short-term's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Ultra-short-term mutual fund have on its future price. Vanguard Ultra-short-term 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 Ultra-short-term autocorrelation shows the relationship between Vanguard Ultra-short-term mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Ultra Short Term Bond.
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.Other Information on Investing in Vanguard Mutual Fund
Vanguard Ultra-short-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 Ultra-short-term security.
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