Vanguard SRI (Ireland) Manager Performance Evaluation

IE00B5456744 -- Ireland Fund  

EUR 206.14  2.60  1.25%

The entity has beta of -0.0822 which indicates as returns on market increase, returns on owning Vanguard SRI are expected to decrease at a much smaller rate. During bear market, Vanguard SRI is likely to outperform the market.. Although it is vital to follow to Vanguard SRI Global current price movements, it is good to be conservative about what you can actually do with the information regarding 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 0.25% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Vanguard SRI Global Relative Risk vs. Return Landscape

If you would invest  20,329  in Vanguard SRI Global Stock Instl EUR on June 22, 2018 and sell it today you would earn a total of  285.00  from holding Vanguard SRI Global Stock Instl EUR or generate 1.4% return on investment over 30 days. Vanguard SRI Global Stock Instl EUR is generating 0.25% of daily returns and assumes 2.0756% volatility on return distribution over the 30 days horizon. Simply put, 19% of equities are less volatile than Vanguard SRI Global Stock Instl EUR and 96% 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 3.64 times more return on investment than the market. However, the company is 3.64 times more volatile than its market benchmark. It trades about 0.12 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of risk.

Vanguard SRI Current Valuation

Fairly Valued
July 22, 2018
206.14
Market Value
Downside
197.79
204.03
Real Value
Target Odds
  
210.27
Upside
Vanguard SRI is not too risky asset. Vanguard SRI Global has current Real Value of €204.03 per share. The regular price of the fund is €206.14. At this time the fund appears to be fairly valued. 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 = 0.1205
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Vanguard SRI Relative Performance Indicators

Estimated Market Risk
 2.08
  actual daily
 
 81 %
of total potential
  
Expected Return
 0.25
  actual daily
 
 4 %
of total potential
  
Risk-Adjusted Return
 0.12
  actual daily
 
 7 %
of total potential
  
Based on monthly moving average Vanguard SRI is performing at about 7% 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.

Performance Rating

Vanguard SRI Global Stock Instl EUR Risk Adjusted Performance Analysis
7 

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 7 (%) 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 World Markets Correlation module to find global opportunities by holding instruments from different markets.
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