Vanguard risk analysis

Use Vanguard Windsor II Inv risk analysis together with your other fund asset holdings to protect against small markets fluctuations as well as to check it against diversification policy that fits your risk preferences.  Optimize Portfolio

Projected Return Density against Market

Assuming 30 trading days horizon, Vanguard has beta of 0.96 . This entails Vanguard Windsor II Inv market returns are very sensitive to returns on the market. As the market benchmark goes up or down, Vanguard is expected to follow. Moreover, Vanguard Windsor II Inv has alpha of 0.96 implying that it can potentially generate 0.96% excess return over S&P 500 after adjusting for the inherited market risk (beta).Assuming 30 trading days horizon, the coefficient of variation of Vanguard is 294.36. The daily returns are destributed with a variance of 0.33 and standard deviation of 0.57. The mean deviation of Vanguard Windsor II Inv is currently at 0.45. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.59

	(alpha)	=	0.96	Details
	(beta)	=	0.96	Details
	(volatility)	=	0.57	Details

Actual Return Volatility

Vanguard Windsor II Inv shows 0.57% volatility of returns over 30 trading days. S&P 500 shows 0.59% volatility of returns over 30 trading days.