Vanguard US (Ireland) Alpha and Beta Analysis Overview

This module allows you to check different measures of market premium for Vanguard US Gov Bond Index GBP Hg 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
Symbol
Run Premiums

Vanguard US Market Premiums

α0.26β0.08
30 days against DJI
Risk Adjusted Performance  

0.0266

Jensen Alpha  

0.0129

Total Risk Alpha  

0.011412

Sortino Ratio  

0.0

Treynor Ratio  

0.23

Vanguard US Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Vanguard US to competition

Vanguard US Fundamental Vs Peers

FundamentalsVanguard USPeer Average
Minimum Initial Investment100 K8.09 M
Last Dividend Paid0.511.05
Cash Position Weight3.10 % 14.48 %
Bond Positions Weight96.90 % 14.72 %

Vanguard US Opportunities

Vanguard US Return and Market Media

The median price of Vanguard US for the period between Mon, Jul 16, 2018 and Wed, Aug 15, 2018 is 10312.0 with a coefficient of variation of 92.04. The daily time series for the period is distributed with a sample standard deviation of 5307.03, arithmetic mean of 5766.17, and mean deviation of 5125.48. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000SK63

Vanguard US Gov Investor Sentiment
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