Vanguard Windsor Backtesting

Vanguard Windsor Inv -- USA Fund  

USD 23.66  0.24  1.00%

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
 Time Horizon     30 Days    Login   to change

Vanguard Windsor 'What if' Analysis

January 19, 2018
No Change 0.00  0.0%
In 31 days
February 18, 2018
If you would invest  0.00  in Vanguard Windsor on January 19, 2018 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, and Dodge Cox.

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

Macroaxis considers Vanguard Windsor to be not too volatile. Vanguard Windsor Inv owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0891 which indicates Vanguard Windsor Inv had -0.0891% of return per unit of risk over the last 1 month. 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 Windsor 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 Windsor Coefficient Of Variation of 1,328 and Risk Adjusted Performance of 0.13 to confirm risk estimate we provide. The entity has beta of -0.0097 which indicates as returns on market increase, returns on owning Vanguard Windsor are expected to decrease at a much smaller rate. During bear market, Vanguard Windsor is likely to outperform the market.. Even though it is essential to pay attention to Vanguard Windsor Inv 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 Windsor Inv exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.66) 

Very good reverse predictability

Vanguard Windsor Inv has very good reverse predictability. Overlapping area represents the amount of predictability between Vanguard Windsor time series from January 19, 2018 to February 3, 2018 and February 3, 2018 to February 18, 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 Windsor Inv price movement. The serial correlation of -0.66 indicates that around 66.0% of current Vanguard Windsor price fluctuation can be explain by its past prices. Given that Vanguard Windsor Inv has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Vanguard Windsor for similar time interval.
Correlation Coefficient -0.66
Spearman Rank Test -0.36
Price Variance 0.16
Lagged Price Variance 0.03

Vanguard Windsor Lagged Returns

 Regressed Prices 

Vanguard Windsor Performance vs DOW

The median price of Vanguard Windsor for the period between Fri, Jan 19, 2018 and Sun, Feb 18, 2018 is 24.5 with a coefficient of variation of 3.16. The daily time series for the period is distributed with a sample standard deviation of 0.76, arithmetic mean of 24.07, and mean deviation of 0.67. The Fund did not receive any noticable media coverage during the period.
Price Growth (%)