Vanguard Target Retire Fund Market Value
| 0P0000V6X4 | 112.30 0.02 0.02% |
| Symbol | Vanguard |
Vanguard Target '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 Target's 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 Target.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Vanguard Target on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Target Retire or generate 0.0% return on investment in Vanguard Target over 90 days.
Vanguard Target 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 Target's 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 Target Retire upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5893 | |||
| Information Ratio | 0.0713 | |||
| Maximum Drawdown | 2.76 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.32 |
Vanguard Target Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Target's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Target's standard deviation. In reality, there are many statistical measures that can use Vanguard Target historical prices to predict the future Vanguard Target's volatility.| Risk Adjusted Performance | 0.2874 | |||
| Jensen Alpha | 0.1002 | |||
| Total Risk Alpha | 0.091 | |||
| Sortino Ratio | 0.0702 | |||
| Treynor Ratio | 0.3128 |
Vanguard Target Retire Backtested Returns
At this stage we consider Vanguard Fund to be very steady. Vanguard Target Retire owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.37, which indicates the fund had a 0.37 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard Target Retire, which you can use to evaluate the volatility of the fund. Please validate Vanguard Target's Risk Adjusted Performance of 0.2874, semi deviation of 0.1163, and Coefficient Of Variation of 318.23 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. The entity has a beta of 0.55, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Target's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Target is expected to be smaller as well.
Auto-correlation | 0.87 |
Very good predictability
Vanguard Target Retire has very good predictability. Overlapping area represents the amount of predictability between Vanguard Target time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. 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 Target Retire price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Vanguard Target price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 2.11 |
Vanguard Target Retire lagged returns against current returns
Autocorrelation, which is Vanguard Target 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 Target's fund expected returns. We can calculate the autocorrelation of Vanguard Target returns to help us make a trade decision. For example, suppose you find that Vanguard Target has exhibited high autocorrelation historically, and you observe that the 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 Target 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 Target fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Target fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Target fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Target Lagged Returns
When evaluating Vanguard Target's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Target fund have on its future price. Vanguard Target 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 Target autocorrelation shows the relationship between Vanguard Target fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Target Retire.
Regressed Prices |
| Timeline |
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