Vanguard Funds (Mexico) Performance
| VDCAN Etf | MXN 1,019 12.24 1.19% |
The entity has a beta of -0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Funds are expected to decrease at a much lower rate. During the bear market, Vanguard Funds is likely to outperform the market.
Risk-Adjusted Performance
14 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard Funds Public are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of very weak basic indicators, Vanguard Funds may actually be approaching a critical reversion point that can send shares even higher in August 2024. ...more
Vanguard |
Vanguard Funds Relative Risk vs. Return Landscape
If you would invest 91,600 in Vanguard Funds Public on April 2, 2024 and sell it today you would earn a total of 10,290 from holding Vanguard Funds Public or generate 11.23% return on investment over 90 days. Vanguard Funds Public is generating 0.1705% of daily returns and assumes 0.9123% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than Vanguard, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Vanguard Funds Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Funds' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vanguard Funds Public, and traders can use it to determine the average amount a Vanguard Funds' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1869
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Estimated Market Risk
| 0.91 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 14 86% of assets perform better |
Based on monthly moving average Vanguard Funds is performing at about 14% 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 Funds by adding it to a well-diversified portfolio.
About Vanguard Funds Performance
By examining Vanguard Funds' fundamental ratios, stakeholders can obtain critical insights into Vanguard Funds' financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Vanguard Funds is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.