Vanguard Windsor Backtesting

VWNEX -- USA Fund  

USD 79.06  0.77  0.96%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Vanguard Windsor Admiral 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
SymbolX
Backtest

Vanguard Windsor 'What if' Analysis

July 18, 2018
0.00
No Change 0.00  0.0%
In 31 days
August 17, 2018
0.00
If you would invest  0.00  in Vanguard Windsor on July 18, 2018 and sell it all today you would earn a total of 0.00 from holding Vanguard Windsor Admiral 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 WASHINGTON MUTUAL. The investment seeks to provide long-term capital appreciation and income

Vanguard Windsor Upside/Downside Indicators

Information Ratio0.16
Maximum Drawdown2.34
Value At Risk0.96
Potential Upside0.643
  

Vanguard Windsor Market Premium Indicators

Risk Adjusted Performance0.023751
Jensen Alpha0.0207
Total Risk Alpha0.09
Treynor Ratio0.1571

Vanguard Windsor Admiral Backtested Returns

Macroaxis considers Vanguard Windsor to be not too risky. Vanguard Windsor Admiral owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0597 which indicates Vanguard Windsor Admiral had -0.0597% 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 Admiral 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 2,423 and Risk Adjusted Performance of 0.023751 to confirm risk estimate we provide. The entity has beta of -0.2045 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 Admiral 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 Admiral exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.80) 

Almost perfect reverse predictability

Vanguard Windsor Admiral has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Vanguard Windsor time series from July 18, 2018 to August 2, 2018 and August 2, 2018 to August 17, 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 Admiral price movement. The serial correlation of -0.8 indicates that around 80.0% of current Vanguard Windsor price fluctuation can be explain by its past prices. Given that Vanguard Windsor Admiral 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 -0.8
Spearman Rank Test -0.06
Price Variance 0.33
Lagged Price Variance 0.14

Vanguard Windsor Admiral 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 - VWNEX

Vanguard Windsor Admiral Investor Sentiment
Most of Macroaxis users are at this time bullish on Vanguard Windsor Admiral. What is your outlook on investing in Vanguard Windsor Admiral? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.