Vanguard US (Ireland) Alpha and Beta Analysis Overview

F00000PKSJ -- Ireland Fund  

GBp 32,120  144.00  0.45%

This module allows you to check different measures of market premium for Vanguard US Eq Idx Common Cntrctul Acc as well as systematic risk associated with investing in Vanguard US over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Run Premiums

Vanguard US Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


Vanguard US Fundamentals

 Better Than Average     
 Worse Than Average Compare Vanguard US to competition

Vanguard US Fundamental Vs Peers

FundamentalsVanguard USPeer Average
Net Asset1.14 B1.37 B
Minimum Initial Investment100 K8.09 M
Last Dividend Paid4.751.05
Cash Position Weight0.06 % 14.48 %
Equity Positions Weight99.19 % 40.68 %
Bond Positions Weight0.01 % 14.72 %

Vanguard US Opportunities

Vanguard US Return and Market Media

The median price of Vanguard US for the period between Fri, Jul 20, 2018 and Sun, Aug 19, 2018 is 27645.0 with a coefficient of variation of 86.25. The daily time series for the period is distributed with a sample standard deviation of 14946.04, arithmetic mean of 17329.3, and mean deviation of 13863.44. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - F00000PKSJ

Vanguard US Eq Investor Sentiment
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Additionally see Investing Opportunities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.