Vanguard Information Correlations

VITAX Fund

USD 392.41 0.71 0.18%

The current 90-days correlation between Vanguard Information and Vanguard Information Technology is 1.0 (i.e., No risk reduction). The correlation of Vanguard Information 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 Information Correlation With Market

Poor diversification

The correlation between Vanguard Information Technolog and DJI is 0.63 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Information Technolog and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Information Technology. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with Vanguard Mutual Fund

0.71	VMMSX	Vanguard Emerging Markets	Pair Corr
0.7	VPADX	Vanguard Pacific Stock	Pair Corr
0.7	VPACX	Vanguard Pacific Stock	Pair Corr
0.69	VASGX	Vanguard Lifestrategy	Pair Corr

Related Correlations Analysis

	VGT	VDADX	VIG	IWF	VB	VEMAX	VWO	VWENX	VSCIX	AGG
VGT		0.36	0.37	0.95	0.43	0.78	0.82	0.39	0.42	0.33	VGT
VDADX	0.36		0.99	0.52	0.8	0.09	0.2	0.62	0.81	0.55	VDADX
VIG	0.37	0.99		0.53	0.81	0.09	0.21	0.59	0.82	0.55	VIG
IWF	0.95	0.52	0.53		0.5	0.69	0.77	0.49	0.5	0.41	IWF
VB	0.43	0.8	0.81	0.5		0.12	0.25	0.33	1.0	0.32	VB
VEMAX	0.78	0.09	0.09	0.69	0.12		0.93	0.25	0.12	0.23	VEMAX
VWO	0.82	0.2	0.21	0.77	0.25	0.93		0.22	0.24	0.31	VWO
VWENX	0.39	0.62	0.59	0.49	0.33	0.25	0.22		0.35	0.48	VWENX
VSCIX	0.42	0.81	0.82	0.5	1.0	0.12	0.24	0.35		0.33	VSCIX
AGG	0.33	0.55	0.55	0.41	0.32	0.23	0.31	0.48	0.33		AGG
	VGT	VDADX	VIG	IWF	VB	VEMAX	VWO	VWENX	VSCIX	AGG

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Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Information Mutual Fund 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 Information'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
VGT	1.02	(0.05)	(0.02)	0.02	1.68	(0.88)	2.01	(2.82)	5.78
VDADX	0.51	(0.02)	(0.04)	0.04	0.59	(0.57)	1.04	(1.02)	2.56
VIG	0.51	(0.01)	(0.03)	0.04	0.58	(0.54)	1.04	(0.96)	2.52
IWF	0.77	(0.04)	(0.03)	0.02	1.14	(0.73)	1.64	(1.79)	4.33
VB	0.82	(0.04)	(0.02)	0.03	1.08	(0.80)	1.61	(1.77)	4.21
VEMAX	0.59	(0.05)	0.00	(0.03)	0.00	0.00	1.15	(1.12)	3.99
VWO	0.61	(0.03)	(0.05)	0.02	0.85	(0.67)	1.20	(1.15)	4.33
VWENX	0.54	(0.13)	0.00	(0.16)	0.00	0.00	0.90	(1.00)	2.39
VSCIX	0.83	(0.04)	(0.02)	0.02	1.06	(0.78)	1.59	(1.75)	4.28
AGG	0.15	0.00	(0.29)	0.03	0.14	(0.17)	0.32	(0.30)	0.89

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Vanguard Information Correlations

Vanguard Information Correlation With Market

Poor diversification

Moving together with Vanguard Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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