Vanguard Glb (Ireland) Risk Analysis And Volatility

F000003VEB -- Ireland Fund  

GBp 13,128  24.00  0.18%

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 Glb Bd Idx GBP Hdg which you can use to evaluate future volatility of the fund. Please validate Vanguard Glb Risk Adjusted Performance of (0.08) and Coefficient Of Variation of (1,087) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Vanguard Glb Market Sensitivity

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.
2 Months Beta |Analyze Vanguard Glb Bd Demand Trend
Check current 30 days Vanguard Glb correlation with market (DOW)
β = -0.1127

Vanguard Glb Central Daily Price Deviation

Vanguard Glb Bd Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Vanguard Glb Projected Return Density Against Market

Assuming 30 trading days horizon, Vanguard Glb Bd Idx GBP Hdg has beta of -0.1127 suggesting as returns on benchmark increase, returns on holding Vanguard Glb are expected to decrease at a much smaller rate. During bear market, however, Vanguard Glb Bd Idx GBP Hdg is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Vanguard Glb Bd is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.03
β
Beta against DOW=0.11
σ
Overall volatility
=0.00
Ir
Information ratio =0.32

Vanguard Glb Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6865% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Vanguard Glb Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Vanguard Glb Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than Vanguard Glb Bd Idx GBP Hdg. 0% of all equities and portfolios are less risky than Vanguard Glb. Compared to the overall equity markets, volatility of historical daily returns of Vanguard Glb Bd Idx GBP Hdg is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Vanguard Glb Bd Idx GBP Hdg to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Vanguard Glb to be traded at p;12996.72 in 30 days. . 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.

Vanguard Glb correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Glb Bd Idx GBP Hdg In and equity matching DJI index in the same portfolio.

Vanguard Glb Volatility Indicators

Vanguard Glb Bd Idx GBP Hdg Current Risk Indicators

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