Vanguard (Ireland) Manager Performance Evaluation

F00000SK63 -- Ireland Fund  

GBp 10,470  24.00  0.00%

The entity has beta of -0.0035 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 extremely important to respect Vanguard US Gov current price movements, it is better to be realistic regarding the information on 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 Gov technical indicators you can presently evaluate if the expected return of 0.083% will be sustainable into the future.
Horizon     30 Days    Login   to change

Vanguard US Gov Relative Risk vs. Return Landscape

If you would invest  1,044,400  in Vanguard US Gov Bond Index GBP Hg Acc on December 19, 2018 and sell it today you would earn a total of  2,600  from holding Vanguard US Gov Bond Index GBP Hg Acc or generate 0.25% return on investment over 30 days. Vanguard US Gov Bond Index GBP Hg Acc is generating 0.083% of daily returns and assumes 0.1437% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than Vanguard 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 is expected to generate 0.07 times more return on investment than the market. However, the company is 13.87 times less risky than the market. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of risk.

Vanguard Current Valuation

Not valued
January 18, 2019
10,470
Market Value
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
Vanguard is Unknown risk asset. Vanguard US Gov current Real Value cannot be determined due to lack of data. The regular price of Vanguard US Gov is p;10470.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Vanguard US Gov 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 = 0.5774
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Vanguard Relative Performance Indicators

Estimated Market Risk
 0.14
  actual daily
 
 1 %
of total potential
 
1
Expected Return
 0.08
  actual daily
 
 1 %
of total potential
 
1
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
 
38
Based on monthly moving average Vanguard is performing at about 38% 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 Gov Bond Index GBP Hg Acc Risk Adjusted Performance Analysis

38

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard US Gov Bond Index GBP Hg Acc are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Vanguard Alerts

Equity Alerts and Improvement Suggestions

Vanguard US Gov is not yet fully synchronised with the market data
The fund retains about 96.9% of its assets under management (AUM) in fixed income securities
Additionally see Investing Opportunities. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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