Vanguard FTSE (UK) Performance
| VWCG Etf | 47.69 0.32 0.68% |
The entity has a beta of 0.0454, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard FTSE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard FTSE is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Vanguard FTSE Developed has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest uncertain performance, the Etf's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the exchange-traded fund private investors. ...more
| In Threey Sharp Ratio | 0.46 |
Vanguard |
Vanguard FTSE Relative Risk vs. Return Landscape
If you would invest 5,108 in Vanguard FTSE Developed on September 2, 2024 and sell it today you would lose (339.00) from holding Vanguard FTSE Developed or give up 6.64% of portfolio value over 90 days. Vanguard FTSE Developed is generating negative expected returns and assumes 0.8368% volatility on return distribution over the 90 days horizon. Simply put, 7% 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 FTSE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard FTSE's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vanguard FTSE Developed, and traders can use it to determine the average amount a Vanguard FTSE'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 = -0.1201
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| Negative Returns | VWCG |
Estimated Market Risk
| 0.84 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Vanguard FTSE 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 FTSE by adding Vanguard FTSE to a well-diversified portfolio.
Vanguard FTSE Fundamentals Growth
Vanguard Etf prices reflect investors' perceptions of the future prospects and financial health of Vanguard FTSE, and Vanguard FTSE fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Vanguard Etf performance.
About Vanguard FTSE Performance
Assessing Vanguard FTSE's fundamental ratios provides investors with valuable insights into Vanguard FTSE's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Vanguard FTSE is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Vanguard FTSE is entity of United Kingdom. It is traded as Etf on LSE exchange.| Vanguard FTSE generated a negative expected return over the last 90 days |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard FTSE Developed. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.