Vanguard Japan (Ireland) Manager Performance Evaluation

IE0032915336 -- Ireland Fund  

USD 145.59  0.29  0.20%

The entity has beta of 0.0 which indicates the returns on MARKET and Vanguard Japan are completely uncorrelated. Although it is extremely important to respect Vanguard Japan 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 Japan Gov technical indicators you can presently evaluate if the expected return of 0.0017% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Vanguard Japan Gov Relative Risk vs. Return Landscape

If you would invest  14,528  in Vanguard Japan Gov Bd Idx Inv USD on July 23, 2018 and sell it today you would earn a total of  2.00  from holding Vanguard Japan Gov Bd Idx Inv USD or generate 0.01% return on investment over 30 days. Vanguard Japan Gov Bd Idx Inv USD is generating 0.0017% of daily returns and assumes 0.2694% volatility on return distribution over the 30 days horizon. Simply put, 2% 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 generate 82.82 times less return on investment than the market. But when comparing it to its historical volatility, the company is 2.21 times less risky than the market. It trades about 0.01 of its potential returns per unit of risk. The DOW is currently generating roughly 0.24 of returns per unit of risk over similar time horizon.

Vanguard Japan Current Valuation

Not valued
August 22, 2018
145.59
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
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 $145.59. 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 = 0.0063
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Vanguard Japan Relative Performance Indicators

Estimated Market Risk
 0.27
  actual daily
 
 98 %
of total potential
  
Expected Return
 0.0
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.01
  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.

Performance Rating

Vanguard Japan Gov Bd Idx Inv USD Risk Adjusted Performance Analysis
0 

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
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 Fundamental Analysis module to view fundamental data based on most recent published financial statements.