Vanguard Lifestrategy Servative Fund Market Value
| VSCGX Fund | USD 21.93 0.12 0.55% |
| Symbol | Vanguard |
Vanguard Lifestrategy 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Vanguard Lifestrategy's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Vanguard Lifestrategy.
| 06/10/2023 |
| 12/01/2024 |
If you would invest 0.00 in Vanguard Lifestrategy on June 10, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard Lifestrategy Servative or generate 0.0% return on investment in Vanguard Lifestrategy over 540 days. Vanguard Lifestrategy is related to or competes with Vanguard Lifestrategy, Vanguard Lifestrategy, Vanguard Lifestrategy, Vanguard Target, and Vanguard Explorer. The fund invests in a mix of Vanguard mutual funds according to an asset-allocation strategy that reflects an allocation... More
Vanguard Lifestrategy Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Vanguard Lifestrategy's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Vanguard Lifestrategy Servative upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3583 | |||
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 1.38 | |||
| Value At Risk | (0.56) | |||
| Potential Upside | 0.5538 |
Vanguard Lifestrategy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Lifestrategy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Lifestrategy's standard deviation. In reality, there are many statistical measures that can use Vanguard Lifestrategy historical prices to predict the future Vanguard Lifestrategy's volatility.| Risk Adjusted Performance | 0.0605 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | 0.0807 |
Vanguard Lifestrategy Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Lifestrategy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the fund had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Lifestrategy Servative, which you can use to evaluate the volatility of the fund. Please validate Vanguard Lifestrategy's Semi Deviation of 0.2654, risk adjusted performance of 0.0605, and Coefficient Of Variation of 1027.95 to confirm if the risk estimate we provide is consistent with the expected return of 0.0387%. The entity has a beta of 0.26, 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.
Auto-correlation | 0.62 |
Good predictability
Vanguard Lifestrategy Servative has good predictability. Overlapping area represents the amount of predictability between Vanguard Lifestrategy time series from 10th of June 2023 to 6th of March 2024 and 6th of March 2024 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vanguard Lifestrategy price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Vanguard Lifestrategy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.34 |
Vanguard Lifestrategy lagged returns against current returns
Autocorrelation, which is Vanguard Lifestrategy mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Vanguard Lifestrategy's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Lifestrategy returns to help us make a trade decision. For example, suppose you find that Vanguard Lifestrategy has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Vanguard Lifestrategy regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Vanguard Lifestrategy mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Lifestrategy mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Lifestrategy mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Lifestrategy Lagged Returns
When evaluating Vanguard Lifestrategy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Lifestrategy mutual fund have on its future price. Vanguard Lifestrategy autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Vanguard Lifestrategy autocorrelation shows the relationship between Vanguard Lifestrategy mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Lifestrategy Servative.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Vanguard Mutual Fund
Vanguard Lifestrategy financial ratios help investors to determine whether Vanguard Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vanguard with respect to the benefits of owning Vanguard Lifestrategy security.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk |