Vanguard Japan (Ireland) Manager Performance Evaluation

IE0032915336 -- Ireland Fund  

USD 140.65  0.07  0.0498%

The entity has beta of 0.0 which indicates the returns on MARKET and Vanguard Japan are completely uncorrelated. Even though it is essential to pay attention to Vanguard Japan 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 Japan Gov Bd Idx Inv USD exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Vanguard Japan Gov Relative Risk vs. Return Landscape

If you would invest  14,462  in Vanguard Japan Gov Bd Idx Inv USD on September 19, 2018 and sell it today you would lose (397.00)  from holding Vanguard Japan Gov Bd Idx Inv USD or give up 2.75% of portfolio value over 30 days. Vanguard Japan Gov Bd Idx Inv USD is generating negative expected returns and assumes 1.4942% volatility on return distribution over the 30 days horizon. Simply put, 13% of equities are less volatile than Vanguard Japan Gov Bd Idx Inv USD 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 Japan Gov Bd Idx Inv USD is expected to under-perform the market. In addition to that, the company is 1.41 times more volatile than its market benchmark. It trades about -0.3 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.16 per unit of volatility.

Vanguard Japan Current Valuation

Not valued
October 19, 2018
Market Value
Real Value
Target Odds
Vanguard Japan is Unknown risk asset. Vanguard Japan Gov current Real Value cannot be determined due to lack of data. The regular price of Vanguard Japan Gov is $140.65. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Vanguard Japan 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 Japan Market Risk Analysis

Sharpe Ratio = -0.3035
Good Returns
Average Returns
Small Returns
Negative ReturnsIE0032915336

Vanguard Japan Relative Performance Indicators

Estimated Market Risk
  actual daily
 87 %
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 Japan 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 Japan by adding it to a well-diversified portfolio.

Vanguard Japan Performance Rating

Vanguard Japan Gov Bd Idx Inv USD Risk Adjusted Performance Analysis


Risk-Adjusted Fund Performance

Over the last 30 days Vanguard Japan Gov Bd Idx Inv USD has generated negative risk-adjusted returns adding no value to fund investors.

Vanguard Japan Alerts

Equity Alerts and Improvement Suggestions

Vanguard Japan Gov is not yet fully synchronised with the market data
Vanguard Japan Gov generates negative expected return over the last 30 days
The fund generated three year return of -3.0%
Vanguard Japan Gov Bd Idx Inv USD retains about 95.28% of its assets under management (AUM) in fixed income securities
Please also check Risk vs Return Analysis. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.