Vanguard (Ireland) Manager Performance Evaluation

F00000SK63 -- Ireland Fund  

GBp 10,234  22.00  0.21%

The entity has beta of 0.0173 which indicates as returns on market increase, Vanguard returns are expected to increase less than the market. However during bear market, the loss on holding Vanguard will be expected to be smaller as well.. Even though it is essential to pay attention to Vanguard US Gov 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 Gov Bond Index GBP Hg Acc exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Vanguard US Gov Relative Risk vs. Return Landscape

If you would invest  1,031,100  in Vanguard US Gov Bond Index GBP Hg Acc on September 21, 2018 and sell it today you would lose (7,700)  from holding Vanguard US Gov Bond Index GBP Hg Acc or give up 0.75% of portfolio value over 30 days. Vanguard US Gov Bond Index GBP Hg Acc is generating negative expected returns and assumes 1.0354% volatility on return distribution over the 30 days horizon. Simply put, 9% of equities are less volatile than Vanguard US Gov Bond Index GBP Hg 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 Gov Bond Index GBP Hg Acc is expected to generate 1.0 times more return on investment than the market. However, the company is 1.0 times less risky than the market. It trades about -0.14 of its potential returns per unit of risk. The DOW is currently generating roughly -0.21 per unit of risk.

Vanguard Current Valuation

Not valued
October 21, 2018
10,234
Market Value
0.00
Real Value
Target 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;10234.0. 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 = -0.1405
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Vanguard Relative Performance Indicators

Estimated Market Risk
 1.04
  actual daily
 
 91 %
of total potential
  
Expected Return
 -0.15
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.14
  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 Gov Bond Index GBP Hg Acc Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Vanguard US Gov Bond Index GBP Hg Acc has generated negative risk-adjusted returns adding no value to fund investors.

Vanguard Alerts

Equity Alerts and Improvement Suggestions

Vanguard US Gov is not yet fully synchronised with the market data
Vanguard US Gov generates negative expected return over the last 30 days
The fund retains about 96.9% of its assets under management (AUM) in fixed income securities

Vanguard Performance Indicators

Vanguard US Gov Basic Price Performance Measures

Annual Report Expense Ratio0.00%
Additionally see Investing Opportunities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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