Vanguard Funds (Netherlands) Performance
| V3RE Etf | 5.65 0.05 0.89% |
The entity has a beta of -0.0012, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Funds are expected to decrease at a much lower rate. During the bear market, Vanguard Funds is likely to outperform the market.
Risk-Adjusted Performance
18 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard Funds PLC are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, Vanguard Funds is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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Vanguard Funds Relative Risk vs. Return Landscape
If you would invest 551.00 in Vanguard Funds PLC on September 1, 2024 and sell it today you would earn a total of 14.00 from holding Vanguard Funds PLC or generate 2.54% return on investment over 90 days. Vanguard Funds PLC is generating 0.0381% of daily returns and assumes 0.1591% volatility on return distribution over the 90 days horizon. Simply put, 1% of etfs are less volatile than Vanguard, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Vanguard Funds Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Funds' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vanguard Funds PLC, and traders can use it to determine the average amount a Vanguard Funds' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2397
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Estimated Market Risk
| 0.16 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.24 actual daily | 18 82% of assets perform better |
Based on monthly moving average Vanguard Funds is performing at about 18% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Vanguard Funds by adding it to a well-diversified portfolio.