Vanguard Short-term Related Correlations
VFSTX Fund | USD 10.10 0.01 0.1% |
Correlations
0.7 | 0.55 | 0.56 | 0.87 | VWEHX | ||
0.7 | 0.97 | 0.92 | 0.56 | VFICX | ||
0.55 | 0.97 | 0.92 | 0.4 | VFIIX | ||
0.56 | 0.92 | 0.92 | 0.51 | VIPSX | ||
0.87 | 0.56 | 0.4 | 0.51 | VWINX | ||
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Risk-Adjusted Indicators
There is a big difference between Vanguard Mutual Fund performing well and Vanguard Short-term Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Vanguard Short-term's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
VWEHX | 0.14 | (0.03) | (0.29) | (0.05) | 0.18 | 0.38 | 1.12 | |||
VFICX | 0.29 | (0.05) | 0.00 | (0.12) | 0.00 | 0.47 | 2.00 | |||
VFIIX | 0.33 | (0.06) | 0.00 | (0.14) | 0.00 | 0.55 | 2.08 | |||
VIPSX | 0.25 | (0.04) | 0.00 | (0.15) | 0.00 | 0.43 | 1.62 | |||
VWINX | 0.31 | (0.04) | (0.15) | 0.00 | 0.45 | 0.62 | 2.08 |