Vanguard Windsor Backtesting

Vanguard Windsor Inv -- USA Fund  

USD 23.6  0.12  0.51%

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

Vanguard Windsor 'What if' Analysis

October 25, 2017
No Change 0.00  0.0%
In 31 days
November 24, 2017
If you would invest  0.00  in Vanguard Windsor on October 25, 2017 and sell it all today you would earn a total of 0.00 from holding Vanguard Windsor Inv or generate 0.0% return on investment in Vanguard Windsor over 30 days. Vanguard Windsor is related to or competes with American Funds, American Funds, American Funds, American Funds, American Funds, and American Funds. The investment seeks to provide long-term capital appreciation and income

Vanguard Windsor Upside/Downside Indicators


Vanguard Windsor Market Premium Indicators

Vanguard Windsor Inv lagged returns against current returns

 Current and Lagged Values 

Vanguard Windsor regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Vanguard Windsor Inv Backtested Returns

We consider Vanguard Windsor not too risky. Vanguard Windsor Inv owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1393 which indicates Vanguard Windsor Inv had 0.1393% of return per unit of risk over the last 1 month. Our philosophy towards measuring volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Vanguard Windsor Inv which you can use to evaluate future volatility of the fund. Please validate Vanguard Windsor Semi Deviation of 0.2426, Coefficient Of Variation of 1588.38 and Risk Adjusted Performance of 0.0212 to confirm if risk estimate we provide are consistent with the epected return of 0.0411%. The entity has beta of 0.6839 which indicates as returns on market increase, Vanguard Windsor returns are expected to increase less than the market. However during bear market, the loss on holding Vanguard Windsor will be expected to be smaller as well.. Although it is extremely important to respect Vanguard Windsor Inv current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting Vanguard Windsor Inv technical indicators you can presently evaluate if the expected return of 0.0411% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.9 

Excellent predictability

Vanguard Windsor Inv has excellent predictability. Overlapping area represents the amount of predictability between Vanguard Windsor time series from October 25, 2017 to November 9, 2017 and November 9, 2017 to November 24, 2017. 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 Inv price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Vanguard Windsor price fluctuation can be explain by its past prices.
Correlation Coefficient 0.9
Spearman Rank Test 0.76
Price Variance 0.01
Average Price 23.45

Vanguard Windsor Lagged Returns

 Regressed Prices 

Vanguard Windsor Performance vs DOW

The median price of Vanguard Windsor for the period between Wed, Oct 25, 2017 and Fri, Nov 24, 2017 is 23.43 with a coefficient of variation of 0.36. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 23.44, and mean deviation of 0.07. The Fund did not receive any noticable media coverage during the period.
Price Growth (%)