Vanguard Extended Correlations

EDV Etf

USD 68.44 0.30 0.44%

The current 90-days correlation between Vanguard Extended and Vanguard SP Mid Cap is -0.04 (i.e., Good diversification). The correlation of Vanguard Extended is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Vanguard Extended Correlation With Market

Good diversification

The correlation between Vanguard Extended Duration and DJI is -0.07 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Extended Duration and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Vanguard Etf

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Vanguard Extended Duration. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in services.

Moving together with Vanguard Etf

1.0	TLT	iShares 20 Year	Pair Corr
0.95	IEF	iShares 7 10	Pair Corr
1.0	SPTL	SPDR Barclays Long	Pair Corr
0.99	TLH	iShares 10 20	Pair Corr
1.0	GOVZ	iShares 25 Year	Pair Corr
1.0	SCHQ	Schwab Long Term	Pair Corr
0.98	BNDD	Quadratic Deflation ETF	Pair Corr
0.87	TYA	Simplify Exchange Traded	Pair Corr
0.85	WGMI	Valkyrie Bitcoin Miners	Pair Corr
0.86	YFYA	Listed Funds Trust	Pair Corr
0.82	SGDJ	Sprott Junior Gold	Pair Corr
0.94	RVNU	Xtrackers Municipal	Pair Corr
0.82	VGT	Vanguard Information	Pair Corr
0.87	XCEM	Columbia EM Core	Pair Corr
0.84	AA	Alcoa Corp	Pair Corr
0.77	JNJ	Johnson Johnson	Pair Corr
0.64	BAC	Bank of America	Pair Corr
0.69	AXP	American Express	Pair Corr
0.8	IBM	International Business	Pair Corr
0.78	CAT	Caterpillar	Pair Corr

Moving against Vanguard Etf

0.58	VIXY	ProShares VIX Short	Pair Corr
0.76	VZ	Verizon Communications	Pair Corr
0.68	DIS	Walt Disney Earnings Call This Week	Pair Corr
0.67	BA	Boeing	Pair Corr
0.56	PG	Procter Gamble	Pair Corr

Related Correlations Analysis

	IVOO	PVAL	GSIE	VIOO	CWB	SCHK	DIHP	XMMO	EEMV	PAAA
IVOO		0.71	0.68	0.95	0.52	0.6	0.65	0.73	0.45	0.5	IVOO
PVAL	0.71		0.85	0.83	0.9	0.95	0.9	0.91	0.84	0.93	PVAL
GSIE	0.68	0.85		0.77	0.79	0.85	0.94	0.83	0.82	0.72	GSIE
VIOO	0.95	0.83	0.77		0.67	0.73	0.79	0.8	0.6	0.65	VIOO
CWB	0.52	0.9	0.79	0.67		0.95	0.89	0.91	0.81	0.95	CWB
SCHK	0.6	0.95	0.85	0.73	0.95		0.89	0.93	0.87	0.93	SCHK
DIHP	0.65	0.9	0.94	0.79	0.89	0.89		0.87	0.85	0.85	DIHP
XMMO	0.73	0.91	0.83	0.8	0.91	0.93	0.87		0.78	0.87	XMMO
EEMV	0.45	0.84	0.82	0.6	0.81	0.87	0.85	0.78		0.79	EEMV
PAAA	0.5	0.93	0.72	0.65	0.95	0.93	0.85	0.87	0.79		PAAA
	IVOO	PVAL	GSIE	VIOO	CWB	SCHK	DIHP	XMMO	EEMV	PAAA

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Vanguard Extended Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Extended ETF 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 Extended'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
IVOO	0.72	(0.06)	(0.04)	0.04	0.79	(0.80)	1.67	(1.14)	5.61
PVAL	0.43	0.04	0.04	0.14	0.40	(0.46)	1.17	(0.61)	3.37
GSIE	0.49	(0.02)	(0.07)	0.06	0.61	(0.48)	0.94	(1.04)	3.09
VIOO	0.87	(0.05)	0.01	0.06	0.89	(1.01)	2.27	(1.38)	6.99
CWB	0.57	0.04	0.04	0.15	0.64	(0.59)	1.29	(1.34)	4.12
SCHK	0.50	(0.01)	(0.01)	0.09	0.64	(0.54)	1.13	(1.06)	4.35
DIHP	0.50	0.00	(0.04)	0.10	0.55	(0.52)	0.92	(0.93)	3.07
XMMO	0.70	(0.02)	(0.02)	0.07	0.74	(0.74)	1.70	(1.22)	4.43
EEMV	0.39	(0.01)	(0.09)	0.07	0.54	(0.37)	0.69	(0.79)	2.79
PAAA	0.02	0.01	(1.85)	0.61	0.00	(0.04)	0.06	(0.02)	0.18

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