Vanguard Glb (Ireland) Manager Performance Evaluation

F000003VEB -- Ireland Fund  

GBp 13,103  8.00  0.06%

The entity has beta of -0.0403 which indicates as returns on market increase, returns on owning Vanguard Glb are expected to decrease at a much smaller rate. During bear market, Vanguard Glb is likely to outperform the market.. Even though it is essential to pay attention to Vanguard Glb Bd 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 Glb Bd Idx GBP Hdg exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Vanguard Glb Bd Relative Risk vs. Return Landscape

If you would invest  1,318,700  in Vanguard Glb Bd Idx GBP Hdg on August 26, 2018 and sell it today you would lose (8,400)  from holding Vanguard Glb Bd Idx GBP Hdg or give up 0.64% of portfolio value over 30 days. Vanguard Glb Bd Idx GBP Hdg is generating negative expected returns and assumes 0.3288% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Vanguard Glb Bd Idx GBP Hdg and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Vanguard Glb Bd Idx GBP Hdg is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.38 times less risky than the market. the firm trades about -0.32 of its potential returns per unit of risk. The DOW is currently generating roughly 0.22 of returns per unit of risk over similar time horizon.

Vanguard Glb Current Valuation

Not valued
September 25, 2018
13,103
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Vanguard Glb is Unknown risk asset. Vanguard Glb Bd current Real Value cannot be determined due to lack of data. The regular price of Vanguard Glb Bd is p;13103.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Vanguard Glb Bd from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point securities prices and their ongoing real values will draw towards each other.

Vanguard Glb Market Risk Analysis

Sharpe Ratio = -0.3224
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Vanguard Glb Relative Performance Indicators

Estimated Market Risk
 0.33
  actual daily
 
 97 %
of total potential
  
Expected Return
 -0.11
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.32
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Vanguard Glb is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Vanguard Glb by adding it to a well-diversified portfolio.

Vanguard Glb Performance Rating

Vanguard Glb Bd Idx GBP Hdg Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Vanguard Glb Bd Idx GBP Hdg has generated negative risk-adjusted returns adding no value to fund investors.

Vanguard Glb Alerts

Equity Alerts and Improvement Suggestions

Vanguard Glb Bd generates negative expected return over the last 30 days
The fund retains about 95.0% of its assets under management (AUM) in fixed income securities
Additionally see Investing Opportunities. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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