Vanguard LifeStrategy (Netherlands) Performance
| V20D Etf | 22.18 0.41 1.81% |
The entity has a beta of 0.0131, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard LifeStrategy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard LifeStrategy is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Vanguard LifeStrategy 20 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Vanguard LifeStrategy is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
Vanguard |
Vanguard LifeStrategy Relative Risk vs. Return Landscape
If you would invest 2,214 in Vanguard LifeStrategy 20 on September 21, 2024 and sell it today you would earn a total of 4.00 from holding Vanguard LifeStrategy 20 or generate 0.18% return on investment over 90 days. Vanguard LifeStrategy 20 is generating 0.0033% of daily returns and assumes 0.3376% volatility on return distribution over the 90 days horizon. Simply put, 3% of etfs are less volatile than Vanguard, and 99% 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 LifeStrategy Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard LifeStrategy's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vanguard LifeStrategy 20, and traders can use it to determine the average amount a Vanguard LifeStrategy's 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 = 0.0099
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| Negative Returns | V20D |
Estimated Market Risk
| 0.34 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Vanguard LifeStrategy is not performing at its full potential. However, 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 LifeStrategy by adding Vanguard LifeStrategy to a well-diversified portfolio.