Vanguard (Ireland) Manager Performance Evaluation

F00000PKSJ -- Ireland Fund  

GBp 30,042  528.00  0.02%

The entity has beta of -0.0025 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. Although it is vital to follow to Vanguard US Eq 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 US Eq technical indicators you can presently evaluate if the expected return of 0.3026% will be sustainable into the future.
Horizon     30 Days    Login   to change

Vanguard US Eq Relative Risk vs. Return Landscape

If you would invest  2,968,700  in Vanguard US Eq Idx Common Cntrctul Acc on December 19, 2018 and sell it today you would earn a total of  35,500  from holding Vanguard US Eq Idx Common Cntrctul Acc or generate 1.2% return on investment over 30 days. Vanguard US Eq Idx Common Cntrctul Acc is generating 0.3026% of daily returns and assumes 1.1604% volatility on return distribution over the 30 days horizon. Simply put, 10% of equities are less volatile than Vanguard and 95% 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 is expected to generate 0.59 times more return on investment than the market. However, the company is 1.71 times less risky than the market. It trades about 0.26 of its potential returns per unit of risk. The DOW is currently generating roughly -0.01 per unit of risk.

Vanguard Current Valuation

Not valued
January 18, 2019
30,042
Market Value
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
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;30042.0. 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 = 0.2608
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Vanguard Relative Performance Indicators

Estimated Market Risk
 1.16
  actual daily
 
 10 %
of total potential
 
10
Expected Return
 0.3
  actual daily
 
 5 %
of total potential
 
5
Risk-Adjusted Return
 0.26
  actual daily
 
 17 %
of total potential
 
17
Based on monthly moving average Vanguard is performing at about 17% 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

17

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard US Eq Idx Common Cntrctul Acc are ranked lower than 17 (%) of all funds and portfolios of funds over the last 30 days.

Vanguard Alerts

Equity Alerts and Improvement Suggestions

Vanguard US Eq is not yet fully synchronised with the market data
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 Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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