Vanguard Capital Backtesting

VCVLX -- USA Fund  

USD 12.11  0.20  1.62%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Vanguard Capital Value Inv and determine expected loss or profit from investing in Vanguard Capital over given investment horizon. Also please take a look at Vanguard Capital Hype Analysis, Vanguard Capital Correlation, Portfolio Optimization, Vanguard Capital Volatility as well as analyze Vanguard Capital Alpha and Beta and Vanguard Capital Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Vanguard Capital 'What if' Analysis

October 11, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
December 10, 2018
0.00
If you would invest  0.00  in Vanguard Capital on October 11, 2018 and sell it all today you would earn a total of 0.00 from holding Vanguard Capital Value Inv or generate 0.0% return on investment in Vanguard Capital over 60 days. Vanguard Capital is related to or competes with Vanguard Value, Dodge Cox, American Funds, American Funds, American Funds, American Funds, and American Funds. The fund invests in a portfolio of stocks across the capitalization spectrum that are considered by the advisor to be un...

Vanguard Capital Upside/Downside Indicators

Information Ratio(0.07)
Maximum Drawdown5.23
Value At Risk(3.04)
Potential Upside1.67
  

Vanguard Capital Market Premium Indicators

Risk Adjusted Performance(0.27)
Jensen Alpha(0.27)
Total Risk Alpha(0.1)
Treynor Ratio(4.98)

Vanguard Capital Value Backtested Returns

Macroaxis considers Vanguard Capital to be not very risky. Vanguard Capital Value owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1162 which indicates Vanguard Capital Value had -0.1162% of return per unit of risk over the last 2 months. Macroaxis philosophy towards measuring risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Vanguard Capital Value Inv exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Vanguard Capital Coefficient Of Variation of (510.81) and Risk Adjusted Performance of (0.27) to confirm risk estimate we provide. The entity has beta of 0.057 which indicates as returns on market increase, Vanguard Capital returns are expected to increase less than the market. However during bear market, the loss on holding Vanguard Capital will be expected to be smaller as well.. Even though it is essential to pay attention to Vanguard Capital Value current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Vanguard Capital Value Inv exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.30) 
correlation synergy

Weak reverse predictability

Vanguard Capital Value Inv has weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard Capital time series from October 11, 2018 to November 10, 2018 and November 10, 2018 to December 10, 2018. 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 Capital Value price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Vanguard Capital price fluctuation can be explain by its past prices. Given that Vanguard Capital Value Inv has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Vanguard Capital for similar time interval.
Correlation Coefficient-0.3
Spearman Rank Test0.01
Residual Average0.0
Price Variance0.05

Vanguard Capital Value lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Vanguard Capital regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Vanguard Capital Lagged Returns

 Regressed Prices 
      Timeline 

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Also please take a look at Vanguard Capital Hype Analysis, Vanguard Capital Correlation, Portfolio Optimization, Vanguard Capital Volatility as well as analyze Vanguard Capital Alpha and Beta and Vanguard Capital Performance. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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