Vanguard Related Correlations
VSPVX Fund | USD 383.74 2.69 0.71% |
Correlations
0.88 | 0.98 | 0.58 | 0.96 | VWENX | ||
0.88 | 0.88 | 0.51 | 0.87 | VWIAX | ||
0.98 | 0.88 | 0.54 | 0.98 | VIMAX | ||
0.58 | 0.51 | 0.54 | 0.63 | VGHAX | ||
0.96 | 0.87 | 0.98 | 0.63 | VSMAX | ||
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Risk-Adjusted Indicators
There is a big difference between Vanguard Mutual Fund performing well and Vanguard 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'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VWENX | 0.40 | (0.02) | (0.08) | 0.05 | 0.44 | 0.81 | 2.31 | |||
VWIAX | 0.31 | (0.03) | (0.15) | 0.01 | 0.44 | 0.61 | 2.11 | |||
VIMAX | 0.59 | (0.03) | (0.02) | 0.05 | 0.75 | 1.27 | 3.06 | |||
VGHAX | 0.60 | (0.08) | 0.00 | (0.02) | 0.00 | 1.24 | 5.71 | |||
VSMAX | 0.81 | (0.06) | (0.02) | 0.04 | 1.08 | 1.76 | 4.27 |