Vanguard Windsor Backtesting

Vanguard Windsor Admiral -- USA Fund  

USD 82.63  0.44  0.53%

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

Vanguard Windsor 'What if' Analysis

December 22, 2017
No Change 0.00  0.0%
In 30 days
January 21, 2018
If you would invest  0.00  in Vanguard Windsor on December 22, 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 

Vanguard Windsor regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Vanguard Windsor Admiral Backtested Returns

Macroaxis considers Vanguard Windsor not too risky given 1 month investment horizon. Vanguard Windsor Admiral owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.567 which indicates Vanguard Windsor Admiral had 0.567% 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 company specific technical indicators that cannot be diversified away. We have found twenty technical indicators for Vanguard Windsor Admiral which you can use to evaluate future volatility of the fund. Please operate Vanguard Windsor Downside Deviation of 0.3253, Standard Deviation of 0.427 and Risk Adjusted Performance of 0.2319 to confirm if our risk estimates are consistent with your expectations. The entity has beta of 0.8332 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 vital to follow to Vanguard Windsor Admiral current price movements, it is good to be conservative about what you can actually do with the information regarding 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 Admiral technical indicators you can presently evaluate if the expected return of 0.2523% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.82 

Very good predictability

Vanguard Windsor Admiral has very good predictability. Overlapping area represents the amount of predictability between Vanguard Windsor time series from December 22, 2017 to January 6, 2018 and January 6, 2018 to January 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 Admiral price movement. The serial correlation of 0.82 indicates that around 82.0% of current Vanguard Windsor price fluctuation can be explain by its past prices.
Correlation Coefficient 0.82
Spearman Rank Test 0.79
Price Variance 0.63
Lagged Price Variance 0.51

Vanguard Windsor Lagged Returns

 Regressed Prices 

Vanguard Windsor Performance vs DOW

The median price of Vanguard Windsor for the period between Fri, Dec 22, 2017 and Sun, Jan 21, 2018 is 80.49 with a coefficient of variation of 1.78. The daily time series for the period is distributed with a sample standard deviation of 1.43, arithmetic mean of 80.48, and mean deviation of 1.25. The Fund did not receive any noticable media coverage during the period.
Price Growth (%)