Vanguard SRI (Ireland) Manager Performance Evaluation

IE00B5456744 -- Ireland Fund  

EUR 212.84  0.38  0.18%

The entity has beta of 0.0 which indicates the returns on MARKET and Vanguard SRI are completely uncorrelated. 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 0.0596% will be sustainable into the future.
Horizon     30 Days    Login   to change

Vanguard SRI Global Relative Risk vs. Return Landscape

If you would invest  21,246  in Vanguard SRI Global Stock Instl EUR on August 24, 2018 and sell it today you would earn a total of  38.00  from holding Vanguard SRI Global Stock Instl EUR or generate 0.18% return on investment over 30 days. Vanguard SRI Global Stock Instl EUR is generating 0.0596% of daily returns and assumes 0.1033% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Vanguard SRI Global Stock Instl EUR 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 SRI Global Stock Instl EUR is expected to generate 2.92 times less return on investment than the market. But when comparing it to its historical volatility, the company is 4.34 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 0.39 of returns per unit of risk over similar time horizon.

Vanguard SRI Current Valuation

Not valued
September 23, 2018
212.84
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
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 €212.84. 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 = 0.5774
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
IE00B5456744Small
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

Vanguard SRI Relative Performance Indicators

Estimated Market Risk
 0.1
  actual daily
 
 1 %
of total potential
  
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
  
Based on monthly moving average Vanguard SRI 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 SRI by adding it to a well-diversified portfolio.

Vanguard SRI Performance Rating

Vanguard SRI Global Stock Instl EUR Risk Adjusted Performance Analysis

38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard SRI Global Stock Instl EUR are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Vanguard SRI Alerts

Equity Alerts and Improvement Suggestions

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.
Search macroaxis.com