Vanguard (Ireland) Manager Performance Evaluation

F00000PKSJ -- Ireland Fund  

GBp 31,795  566.00  1.75%

The entity has beta of -0.3914 which indicates as returns on market increase, returns on owning Vanguard are expected to decrease at a much smaller rate. During bear market, Vanguard is likely to outperform the market.. Even though it is essential to pay attention to Vanguard US Eq 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 US Eq Idx Common Cntrctul Acc exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Vanguard US Eq Relative Risk vs. Return Landscape

If you would invest  3,242,000  in Vanguard US Eq Idx Common Cntrctul Acc on September 22, 2018 and sell it today you would lose (62,500)  from holding Vanguard US Eq Idx Common Cntrctul Acc or give up 1.93% of portfolio value over 30 days. Vanguard US Eq Idx Common Cntrctul Acc is generating negative expected returns and assumes 0.5592% volatility on return distribution over the 30 days horizon. Simply put, 5% of equities are less volatile than Vanguard US Eq Idx Common Cntrctul Acc 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 US Eq Idx Common Cntrctul Acc is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.9 times less risky than the market. the firm trades about -0.87 of its potential returns per unit of risk. The DOW is currently generating roughly -0.21 of returns per unit of risk over similar time horizon.

Vanguard Current Valuation

Not valued
October 22, 2018
Market Value
Real Value
Target Odds
Vanguard is Unknown risk asset. Vanguard US Eq current Real Value cannot be determined due to lack of data. The regular price of Vanguard US Eq is p;31795.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Vanguard US Eq 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 Market Risk Analysis

Sharpe Ratio = -0.866
Good Returns
Average Returns
Small Returns
Negative ReturnsF00000PKSJ

Vanguard Relative Performance Indicators

Estimated Market Risk
  actual daily
 95 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average Vanguard 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 by adding it to a well-diversified portfolio.

Vanguard Performance Rating

Vanguard US Eq Idx Common Cntrctul Acc Risk Adjusted Performance Analysis


Risk-Adjusted Fund Performance

Over the last 30 days Vanguard US Eq Idx Common Cntrctul Acc has generated negative risk-adjusted returns adding no value to fund investors.

Vanguard Alerts

Equity Alerts and Improvement Suggestions

Vanguard US Eq is not yet fully synchronised with the market data
Vanguard US Eq generates negative expected return over the last 30 days
The fund retains 99.19% of its assets under management (AUM) in equities

Vanguard Performance Indicators

Vanguard US Eq Basic Price Performance Measures

Annual Report Expense Ratio0.20%
Additionally see Investing Opportunities. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.