Vanguard Japan Hype Analysis, Vanguard Japan Correlation, Portfolio Optimization, Vanguard Japan Volatility as well as analyze Vanguard Japan Alpha and Beta and Vanguard Japan Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Vanguard Japan Gov Bd Idx Inv USD and determine expected loss or profit from investing in Vanguard Japan over given investment horizon. Please also check
|Horizon||30 Days Login to change|
Vanguard Japan 'What if' Analysis
November 19, 20180.00
January 18, 20190.00
If you would invest 0.00 in Vanguard Japan on November 19, 2018 and sell it all today you would earn a total of 0.00 from holding Vanguard Japan Gov Bd Idx Inv USD or generate 0.0% return on investment in Vanguard Japan over 60 days. The Fund seeks to provide returns consistent with the performance of the Barclay Capital Global Aggregate Japan Governme...
Vanguard Japan Upside/Downside Indicators
Vanguard Japan Market Premium Indicators
Vanguard Japan Gov Backtested Returns
Macroaxis considers Vanguard Japan not too risky given 2 months investment horizon. Vanguard Japan Gov owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.4635 which indicates the organization had 0.4635% of return per unit of risk over the last 2 months. Our philosophy towards measuring volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Vanguard Japan Gov Bd Idx Inv USD which you can use to evaluate future volatility of the fund. Please operate Vanguard Japan to confirm if our risk estimates are consistent with your expectations. The entity has beta of 0.0 which indicates the returns on MARKET and Vanguard Japan are completely uncorrelated. Although it is vital to follow to Vanguard Japan Gov current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting Vanguard Japan Gov technical indicators you can presently evaluate if the expected return of 0.3587% will be sustainable into the future.
|15 days auto-correlation||0.47|
|Spearman Rank Test||0.5|
Vanguard Japan Gov lagged returns against current returns
Current and Lagged Values
Vanguard Japan regressed lagged prices vs. current prices
Current vs Lagged Prices
Vanguard Japan Lagged Returns
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please also check Vanguard Japan Hype Analysis, Vanguard Japan Correlation, Portfolio Optimization, Vanguard Japan Volatility as well as analyze Vanguard Japan Alpha and Beta and Vanguard Japan Performance. Please also try Cryptocurrency Correlation module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins and exchanges.