Vanguard SRI (Ireland) Manager Performance Evaluation

IE00B76VTR58 -- Ireland Fund  

GBp 16,013  45.00  0.28%

The entity has beta of 0.0 which indicates the returns on MARKET and Vanguard SRI are completely uncorrelated. Although it is vital to follow to Vanguard SRI European 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. We have found twenty-one technical indicators for Vanguard SRI European Stock GBP which you can use to evaluate performance of the fund.
 Time Horizon     30 Days    Login   to change

Vanguard SRI European Relative Risk vs. Return Landscape

If you would invest  1,560,200  in Vanguard SRI European Stock GBP on July 15, 2018 and sell it today you would earn a total of  41,100  from holding Vanguard SRI European Stock GBP or generate 2.63% return on investment over 30 days. Vanguard SRI European Stock GBP is generating 0.5236% of daily returns and assumes 0.753% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than Vanguard SRI European Stock GBP and 91% 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 generate 0.52 times more return on investment than the market. However, the company is 1.94 times less risky than the market. It trades about 0.7 of its potential returns per unit of risk. The DOW is currently generating roughly 0.02 per unit of risk.

Vanguard SRI Current Valuation

Not valued
August 14, 2018
16,013
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
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;16013.0. 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 = 0.6954
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Vanguard SRI Relative Performance Indicators

Estimated Market Risk
 0.75
  actual daily
 
 94 %
of total potential
  
Expected Return
 0.52
  actual daily
 
 9 %
of total potential
  
Risk-Adjusted Return
 0.7
  actual daily
 
 46 %
of total potential
  
Based on monthly moving average Vanguard SRI is performing at about 46% 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 European Stock GBP Risk Adjusted Performance Analysis
46 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard SRI European Stock GBP are ranked lower than 46 (%) of all funds and portfolios of funds over the last 30 days.

Vanguard SRI Alerts

Equity Alerts and Improvement Suggestions
The fund retains 99.02% of its assets under management (AUM) in equities
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