Vanguard SRI (Ireland) Manager Performance Evaluation

IE00B5456744 -- Ireland Fund  

EUR 210.52  2.32  1.09%

The entity has beta of 0.1068 which indicates as returns on market increase, Vanguard SRI returns are expected to increase less than the market. However during bear market, the loss on holding Vanguard SRI will be expected to be smaller as well. Although it is extremely important to respect Vanguard SRI Global 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 SRI Global technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
Horizon     30 Days    Login   to change

Vanguard SRI Global Relative Risk vs. Return Landscape

If you would invest  21,052  in Vanguard SRI Global Stock Instl EUR on January 18, 2019 and sell it today you would earn a total of  0.00  from holding Vanguard SRI Global Stock Instl EUR or generate 0.0% return on investment over 30 days. Vanguard SRI Global Stock Instl EUR is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Vanguard SRI and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
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Vanguard SRI Current Valuation

Not valued
February 17, 2019
Market Value
Real Value
Target Odds
Odds Odds
Vanguard SRI is Unknown risk asset. Vanguard SRI Global current Real Value cannot be determined due to lack of data. The regular price of Vanguard SRI Global is €210.52. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Vanguard SRI Global 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 SRI Market Risk Analysis

Sharpe Ratio = 0.0
Good Returns
Average Returns
Small Returns
Based on monthly moving average Vanguard SRI 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 SRI by adding it to a well-diversified portfolio.

Vanguard SRI Performance Rating

Vanguard SRI Global Stock Instl EUR Risk Adjusted Performance Analysis


Risk-Adjusted Fund Performance

Over the last 30 days Vanguard SRI Global Stock Instl EUR has generated negative risk-adjusted returns adding no value to fund investors.

Vanguard SRI Alerts

Equity Alerts and Improvement Suggestions

Vanguard SRI Global is not yet fully synchronised with the market data
The fund retains 99.82% of its assets under management (AUM) in equities
Please also check Risk vs Return Analysis. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.