Vanguard Target Related Correlations
VTWNX Fund | USD 27.08 0.13 0.48% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Vanguard Mutual Fund performing well and Vanguard Target Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Vanguard Target's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
VTTVX | 0.32 | (0.03) | (0.14) | 0.04 | 0.33 | 0.65 | 1.92 | |||
VTHRX | 0.37 | (0.03) | (0.12) | 0.05 | 0.38 | 0.72 | 2.07 | |||
VTINX | 0.25 | (0.03) | (0.20) | 0.02 | 0.29 | 0.54 | 1.53 | |||
VFORX | 0.42 | (0.02) | (0.07) | 0.06 | 0.45 | 0.89 | 2.42 | |||
VFIFX | 0.48 | (0.02) | (0.05) | 0.06 | 0.52 | 0.98 | 2.84 |