Vanguard (Germany) Performance
| VGUE Etf | 20.56 0.07 0.34% |
The entity has a beta of 0.0581, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard is expected to be smaller as well.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Vanguard UK Gilt has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound technical and fundamental indicators, Vanguard is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Vanguard |
Vanguard Relative Risk vs. Return Landscape
If you would invest 2,076 in Vanguard UK Gilt on September 2, 2024 and sell it today you would lose (20.00) from holding Vanguard UK Gilt or give up 0.96% of portfolio value over 90 days. Vanguard UK Gilt is generating negative expected returns and assumes 0.3922% volatility on return distribution over the 90 days horizon. Simply put, 3% 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 |
| Risk |
Vanguard Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vanguard UK Gilt, and traders can use it to determine the average amount a Vanguard's 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 = -0.0355
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | VGUE |
Estimated Market Risk
| 0.39 actual daily | 3 97% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Vanguard is not performing at its full potential. However, 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 by adding Vanguard to a well-diversified portfolio.
| Vanguard UK Gilt generated a negative expected return over the last 90 days |