Vanguard Growth Related Correlations
VIGAX Fund | USD 170.41 0.01 0.01% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Vanguard Mutual Fund performing well and Vanguard Growth 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 Growth'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VMIAX | 0.66 | 0.11 | 0.02 | (0.62) | 0.83 | 1.45 | 3.93 | |||
VMLUX | 0.06 | (0.01) | (0.53) | (0.51) | 0.03 | 0.19 | 0.56 | |||
VMLTX | 0.06 | (0.01) | (0.53) | (0.51) | 0.03 | 0.19 | 0.56 | |||
VMNVX | 0.32 | 0.00 | (0.09) | 0.08 | 0.24 | 0.82 | 1.94 | |||
VMMSX | 0.58 | 0.05 | 0.04 | 0.14 | 0.66 | 1.15 | 4.49 | |||
VMNIX | 0.33 | 0.05 | (0.09) | (0.33) | 0.31 | 0.74 | 1.75 | |||
VMNFX | 0.32 | 0.05 | (0.09) | (0.33) | 0.30 | 0.73 | 1.67 | |||
VMSIX | 0.20 | (0.02) | (0.24) | (0.02) | 0.25 | 0.34 | 1.23 | |||
VMVAX | 0.55 | (0.01) | 0.00 | 0.07 | 0.74 | 1.27 | 3.48 | |||
VMVIX | 0.55 | (0.01) | 0.00 | 0.07 | 0.73 | 1.27 | 3.48 |