Vanguard Windsor Backtesting

Vanguard Windsor Admiral -- USA Fund  

USD 79.03  0.01  0.0127%

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
Investment Horizon     30 Days    Login   to change
SymbolX
Backtest

Vanguard Windsor 'What if' Analysis

October 20, 2017
0.00
No Change 0.00  0.0%
In 30 days
November 19, 2017
0.00
If you would invest  0.00  in Vanguard Windsor on October 20, 2017 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, 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 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 Admiral Backtested Returns

Macroaxis considers Vanguard Windsor to be not too risky. Vanguard Windsor Admiral owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0333 which indicates Vanguard Windsor Admiral had -0.0333% 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 Semi Deviation of 0.2423, Coefficient Of Variation of 1403.18 and Risk Adjusted Performance of 0.0262 to confirm risk estimate we provide. The entity has beta of 0.6966 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 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 0.74 

Good predictability

Vanguard Windsor Admiral has good predictability. Overlapping area represents the amount of predictability between Vanguard Windsor time series from October 20, 2017 to November 4, 2017 and November 4, 2017 to November 19, 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 Admiral price movement. The serial correlation of 0.74 indicates that around 74.0% of current Vanguard Windsor price fluctuation can be explain by its past prices.
Correlation Coefficient 0.74
Spearman Rank Test 0.13
Price Variance 0.08
Lagged Price Variance 0.02

Vanguard Windsor Lagged Returns

 Regressed Prices 
      Timeline 

Vanguard Windsor Performance vs DOW

The median price of Vanguard Windsor for the period between Fri, Oct 20, 2017 and Sun, Nov 19, 2017 is 79.02 with a coefficient of variation of 0.31. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 79.02, and mean deviation of 0.18. The Fund did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline