Vanguard Windsor Backtesting

VWNDX -- USA Fund  

USD 24.35  0.04  0.16%

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

August 22, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 21, 2018
0.00
If you would invest  0.00  in Vanguard Windsor on August 22, 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, 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

Downside Deviation0.5214
Information Ratio0.20
Maximum Drawdown2.26
Value At Risk0.70
Potential Upside0.8812
  

Vanguard Windsor Market Premium Indicators

Risk Adjusted Performance0.0627
Jensen Alpha0.0309
Total Risk Alpha0.13
Sortino Ratio0.20
Treynor Ratio0.3374

Vanguard Windsor Inv Backtested Returns

We consider Vanguard Windsor not too risky. Vanguard Windsor Inv owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.135 which indicates Vanguard Windsor Inv had 0.135% 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 fund 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 0.3094, Coefficient Of Variation of 740.79 and Risk Adjusted Performance of 0.0627 to confirm if risk estimate we provide are consistent with the epected return of 0.0709%. The entity has beta of 0.1806 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 0.0709% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.28) 

Weak reverse predictability

Vanguard Windsor Inv has weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard Windsor time series from August 22, 2018 to September 6, 2018 and September 6, 2018 to September 21, 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 -0.28 indicates that nearly 28.0% 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-0.28
Spearman Rank Test0.29
Residual Average0.0
Price Variance0.03

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 

Did you try this?

Run Portfolio Reporting Now

   

Portfolio Reporting

Create custom reports across your portfolios and generate quick suggestion pitch
All  Next Launch Portfolio Reporting

Also Currentnly Active

Purchased a lot of shares of
few hours ago
Traded for 156.0
Purchased a lot of shares of
few hours ago
Traded for 156.0
Purchased over 300 shares of
few hours ago
Traded for 9.81
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 Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
Search macroaxis.com