Vanguard Total Backtesting

VTBSX -- USA Fund  

USD 11.01  0.01  0.09%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Vanguard Total Bond Market Inde and determine expected loss or profit from investing in Vanguard Total over given investment horizon. Also please take a look at Vanguard Total Hype Analysis, Vanguard Total Correlation, Portfolio Optimization, Vanguard Total Volatility as well as analyze Vanguard Total Alpha and Beta and Vanguard Total Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Vanguard Total 'What if' Analysis

August 14, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
November 12, 2019
0.00
If you would invest  0.00  in Vanguard Total on August 14, 2019 and sell it all today you would earn a total of 0.00 from holding Vanguard Total Bond Market Inde or generate 0.0% return on investment in Vanguard Total over 90 days. Vanguard Total is related to or competes with Bond Fund, Bond Fund, Bond Fund, Bond Fund, Bond Fund, Bond Fund, and Bond Fund. The investment seeks the performance of Bloomberg Barclays U.S

Vanguard Total Upside/Downside Indicators

Information Ratio(0.34)
Maximum Drawdown1.82
Value At Risk(0.53)
Potential Upside0.4484

Vanguard Total Market Premium Indicators

Risk Adjusted Performance(0.042496)
Jensen Alpha(0.003957)
Total Risk Alpha(0.06)
Treynor Ratio0.1173

Vanguard Total Bond Backtested Returns

Macroaxis considers Vanguard Total to be very steady. Vanguard Total Bond owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0488 which indicates the organization had -0.0488% of return per unit of risk over the last 3 months. Macroaxis philosophy towards measuring risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Vanguard Total Bond Market Inde exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Vanguard Total Risk Adjusted Performance of (0.042496) and Coefficient Of Variation of (3,081) to confirm risk estimate we provide. The entity has beta of -0.1789 which indicates as returns on market increase, returns on owning Vanguard Total are expected to decrease at a much smaller rate. During bear market, Vanguard Total is likely to outperform the market. Even though it is essential to pay attention to Vanguard Total Bond current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Vanguard Total Bond Market Inde exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.15 
correlation synergy

Insignificant predictability

Vanguard Total Bond Market Inde has insignificant predictability. Overlapping area represents the amount of predictability between Vanguard Total time series from August 14, 2019 to September 28, 2019 and September 28, 2019 to November 12, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vanguard Total Bond price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Vanguard Total price fluctuation can be explain by its past prices.
Correlation Coefficient0.15
Spearman Rank Test0.39
Residual Average0.0
Price Variance0.0

Vanguard Total Bond lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Vanguard Total regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Vanguard Total Lagged Returns

 Regressed Prices 
      Timeline 

Did you try this?

Run Portfolio File Import Now

   

Portfolio File Import

Quickly import all of your third-party portfolios from your local drive in csv format
All  Next Launch Module

Also Currentnly Active

Purchased one share of
few days ago
Traded for 14.25
Purchased one share of
few days ago
Traded for 9.75
Purchased less than 1 share of
few days ago
Traded for 46.8
Also please take a look at Vanguard Total Hype Analysis, Vanguard Total Correlation, Portfolio Optimization, Vanguard Total Volatility as well as analyze Vanguard Total Alpha and Beta and Vanguard Total Performance. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Search macroaxis.com