Vanguard Global (UK) Technical Analysis

As of now, Vanguard Fund is very steady. Vanguard Global Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0962, which indicates the fund had a 0.0962 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Global Capital, which you can use to evaluate the volatility of the fund. Please validate Vanguard Global's Coefficient Of Variation of 1039.5, risk adjusted performance of 0.0667, and Semi Deviation of 0.48 to confirm if the risk estimate we provide is consistent with the expected return of 0.0514%. The entity has a beta of 0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Global is expected to be smaller as well.

The output start index for this execution was thirty-six with a total number of output elements of twenty-five. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Vanguard Global Capital volatility. High ATR values indicate high volatility, and low values indicate low volatility.