Vanguard (Ireland) Alpha and Beta Analysis Overview

F00000UDY6 -- Ireland Fund  

GBp 11,845  70.00  0.59%

This module allows you to check different measures of market premium for Vanguard UK IG Bd Idx Instl Pls GBP Acc as well as systematic risk associated with investing in Vanguard over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Vanguard Market Premiums

α0.21β0.07
30 days against DJI
Risk Adjusted Performance  

0.16

Jensen Alpha  

0.11

Total Risk Alpha  

0.0074

Sortino Ratio  

0.0

Treynor Ratio  

2.45

Vanguard Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Vanguard to competition

Vanguard Fundamental Vs Peers

FundamentalsVanguardPeer Average
Net Asset1.57 B1.37 B
Minimum Initial Investment200 M8.09 M
Last Dividend Paid0.811.05
Bond Positions Weight97.84 % 14.72 %

Vanguard Opportunities

Vanguard Return and Market Media

The median price of Vanguard for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 11951.0 with a coefficient of variation of 0.57. The daily time series for the period is distributed with a sample standard deviation of 68.51, arithmetic mean of 11999.86, and mean deviation of 60.98. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000UDY6

Vanguard UK IG Investor Sentiment

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