Vanguard Windsor Backtesting

VWNDX -- USA Fund  

USD 21.02  0.68  3.34%

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.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Vanguard Windsor 'What if' Analysis

October 20, 2018
0.00
No Change 0.00  0.0%
In 2 months and 1 day
December 19, 2018
0.00
If you would invest  0.00  in Vanguard Windsor on October 20, 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 60 days. Vanguard Windsor is related to or competes with Vanguard Value, Vanguard Value, Dodge Cox, 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

Information Ratio(0.05)
Maximum Drawdown8.75
Value At Risk(3.24)
Potential Upside1.82
  

Vanguard Windsor Market Premium Indicators

Risk Adjusted Performance(0.21)
Jensen Alpha(0.20)
Total Risk Alpha(0.035452)
Treynor Ratio(0.69)

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 -0.1325 which indicates Vanguard Windsor Inv had -0.1325% 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 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 (616.93) and Risk Adjusted Performance of (0.21) to confirm risk estimate we provide. The entity has beta of 0.4018 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.. 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(0.23) 
correlation synergy

Weak reverse predictability

Vanguard Windsor Inv has weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard Windsor time series from October 20, 2018 to November 19, 2018 and November 19, 2018 to December 19, 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 -0.23 indicates that over 23.0% 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-0.23
Spearman Rank Test-0.37
Residual Average0.0
Price Variance0.42

Vanguard Windsor Inv lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Vanguard Windsor regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Vanguard Windsor Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - VWNDX

Vanguard Windsor Inv Investor Sentiment

Most of Macroaxis users are at this time bullish on Vanguard Windsor Inv. What is your outlook on investing in Vanguard Windsor Inv? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

Also Currentnly Active

Purchased over 90 shares of
3 hours ago
Traded for 16.27
Purchased over 90 shares of
3 hours ago
Traded for 10.07
Purchased over 100 shares of
3 hours ago
Traded for 137.04
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. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.
Search macroaxis.com