Vanguard Windsor Fund Market Value
| VWNEX Fund | USD 77.33 1.41 1.86% |
| Symbol | Vanguard |
Vanguard Windsor '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 Windsor'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 Windsor.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in Vanguard Windsor on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Windsor Fund or generate 0.0% return on investment in Vanguard Windsor over 90 days. Vanguard Windsor is related to or competes with Mfs International, Mfs International, T Rowe, T Rowe, Oakmark Fund, T Rowe, and T Rowe. The fund invests mainly in large- and mid-capitalization companies whose stocks are considered by an advisor to be under... More
Vanguard Windsor 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 Windsor'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 Windsor Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7738 | |||
| Information Ratio | 0.1262 | |||
| Maximum Drawdown | 7.66 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.7 |
Vanguard Windsor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Windsor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Windsor's standard deviation. In reality, there are many statistical measures that can use Vanguard Windsor historical prices to predict the future Vanguard Windsor's volatility.| Risk Adjusted Performance | 0.1706 | |||
| Jensen Alpha | 0.1522 | |||
| Total Risk Alpha | 0.1095 | |||
| Sortino Ratio | 0.1779 | |||
| Treynor Ratio | 0.2659 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Windsor'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 Windsor February 8, 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 | 0.1706 | |||
| Market Risk Adjusted Performance | 0.2759 | |||
| Mean Deviation | 0.7382 | |||
| Semi Deviation | 0.4614 | |||
| Downside Deviation | 0.7738 | |||
| Coefficient Of Variation | 479.72 | |||
| Standard Deviation | 1.09 | |||
| Variance | 1.19 | |||
| Information Ratio | 0.1262 | |||
| Jensen Alpha | 0.1522 | |||
| Total Risk Alpha | 0.1095 | |||
| Sortino Ratio | 0.1779 | |||
| Treynor Ratio | 0.2659 | |||
| Maximum Drawdown | 7.66 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.7 | |||
| Downside Variance | 0.5988 | |||
| Semi Variance | 0.2129 | |||
| Expected Short fall | (0.86) | |||
| Skewness | 2.21 | |||
| Kurtosis | 10.49 |
Vanguard Windsor Backtested Returns
Vanguard Windsor appears to be very steady, given 3 months investment horizon. Vanguard Windsor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Windsor Fund, which you can use to evaluate the volatility of the fund. Please review Vanguard Windsor's Risk Adjusted Performance of 0.1706, coefficient of variation of 479.72, and Semi Deviation of 0.4614 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.82, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Windsor's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Windsor is expected to be smaller as well.
Auto-correlation | 0.29 |
Poor predictability
Vanguard Windsor Fund has poor predictability. Overlapping area represents the amount of predictability between Vanguard Windsor time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th 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 Windsor price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Vanguard Windsor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.79 |
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 Windsor 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 Windsor security.
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