Vanguard SRI (Ireland) Manager Performance Evaluation

IE00B76VTR58 -- Ireland Fund  

GBp 15,072  324.00  2.10%

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

Vanguard SRI European Relative Risk vs. Return Landscape

If you would invest  1,594,900  in Vanguard SRI European Stock GBP on September 20, 2018 and sell it today you would lose (87,700)  from holding Vanguard SRI European Stock GBP or give up 5.5% of portfolio value over 30 days. Vanguard SRI European Stock GBP is generating negative expected returns and assumes 3.1747% volatility on return distribution over the 30 days horizon. Simply put, 28% of equities are less volatile than Vanguard SRI European Stock GBP 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 European Stock GBP is expected to under-perform the market. In addition to that, the company is 2.99 times more volatile than its market benchmark. It trades about -0.58 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.15 per unit of volatility.

Vanguard SRI Current Valuation

Not valued
October 20, 2018
Market Value
Real Value
Target Odds
Vanguard SRI is Unknown risk asset. Vanguard SRI European current Real Value cannot be determined due to lack of data. The regular price of Vanguard SRI European is p;15072.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Vanguard SRI European 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
Good Returns
Average Returns
Small Returns
Negative ReturnsIE00B76VTR58

Vanguard SRI Relative Performance Indicators

Estimated Market Risk
  actual daily
 72 %
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 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 European Stock GBP Risk Adjusted Performance Analysis


Risk-Adjusted Fund Performance

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

Vanguard SRI Alerts

Equity Alerts and Improvement Suggestions

Vanguard SRI is not yet fully synchronised with the market data
Vanguard SRI generates negative expected return over the last 30 days
Vanguard SRI has high historical volatility and very poor performance
The fund retains 99.02% of its assets under management (AUM) in equities

Vanguard SRI Performance Indicators

Vanguard SRI European Basic Price Performance Measures

Fifty Two Week Low119.9570
Fifty Two Week High119.9570
Annual Report Expense Ratio0.00%
Please also check Risk vs Return Analysis. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.