Vanguard Wellesley Risk Analysis And Volatility

VWINX -- USA Fund  

USD 27.31  0.05  0.18%

We consider Vanguard Wellesley very steady. Vanguard Wellesley owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0389 which indicates the organization had 0.0389% of return per unit of risk over the last 3 months. Our philosophy towards measuring volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Vanguard Wellesley Income Fund which you can use to evaluate future volatility of the fund. Please validate Vanguard Wellesley Semi Deviation of 0.5748, Coefficient Of Variation of 2362.49 and Risk Adjusted Performance of 0.0282 to confirm if risk estimate we provide are consistent with the epected return of 0.019%.

90 Days Market Risk

Very steady

Chance of Distress in 24 months

Very Small

90 Days Economic Sensitivity

Barely shadows market
Horizon     30 Days    Login   to change

Vanguard Wellesley Market Sensitivity

As returns on market increase, Vanguard Wellesley returns are expected to increase less than the market. However during bear market, the loss on holding Vanguard Wellesley will be expected to be smaller as well.
3 Months Beta |Analyze Vanguard Wellesley Demand Trend
Check current 30 days Vanguard Wellesley correlation with market (DOW)
β = 0.1562

Vanguard Wellesley Central Daily Price Deviation

Vanguard Wellesley Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Vanguard Wellesley Typical Price indicator is an average of each day price and can be used instead of closing price when creating different Vanguard Wellesley moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

Vanguard Wellesley Projected Return Density Against Market

Assuming 30 trading days horizon, Vanguard Wellesley has beta of 0.1562 . This entails as returns on market go up, Vanguard Wellesley average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Vanguard Wellesley Income Fund will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Vanguard Wellesley is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Vanguard Wellesley is 2573.89. The daily returns are destributed with a variance of 0.24 and standard deviation of 0.49. The mean deviation of Vanguard Wellesley Income Fund is currently at 0.28. For similar time horizon, the selected benchmark (DOW) has volatility of 0.83
α
Alpha over DOW
=0.0014
β
Beta against DOW=0.16
σ
Overall volatility
=0.49
Ir
Information ratio =0.14

Vanguard Wellesley Return Volatility

the fund shows 0.4896% volatility of returns over 30 trading days. the entity inherits 0.7293% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Vanguard Wellesley Investment Opportunity

DOW has a standard deviation of returns of 0.73 and is 1.49 times more volatile than Vanguard Wellesley Income Fund. of all equities and portfolios are less risky than Vanguard Wellesley. Compared to the overall equity markets, volatility of historical daily returns of Vanguard Wellesley Income Fund is lower than 4 () of all global equities and portfolios over the last 30 days. Use Vanguard Wellesley Income Fund to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Vanguard Wellesley to be traded at $28.68 in 30 days. . As returns on market increase, Vanguard Wellesley returns are expected to increase less than the market. However during bear market, the loss on holding Vanguard Wellesley will be expected to be smaller as well.

Vanguard Wellesley correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Wellesley Income Fund and equity matching DJI index in the same portfolio.

Vanguard Wellesley Current Risk Indicators

Vanguard Wellesley Suggested Diversification Pairs

Also please take a look at World Market Map. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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