Vanguard Balanced Portfolio Etf Market Value
| VBAL Etf | CAD 37.55 0.30 0.79% |
| Symbol | Vanguard |
Vanguard Balanced '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 Balanced's etf 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 Balanced.
| 12/06/2025 |
| 03/06/2026 |
If you would invest 0.00 in Vanguard Balanced on December 6, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Balanced Portfolio or generate 0.0% return on investment in Vanguard Balanced over 90 days. Vanguard Balanced is related to or competes with IShares Core, IShares Core, TD Canadian, TD Equity, IShares NASDAQ, Global X, and IShares Core. The Vanguard Balanced ETF Portfolio seeks to provide long-term capital growth with a moderate level of income by investi... More
Vanguard Balanced 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 Balanced's etf 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 Balanced Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5273 | |||
| Information Ratio | 0.0113 | |||
| Maximum Drawdown | 2.31 | |||
| Value At Risk | (0.79) | |||
| Potential Upside | 0.616 |
Vanguard Balanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Balanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Balanced's standard deviation. In reality, there are many statistical measures that can use Vanguard Balanced historical prices to predict the future Vanguard Balanced's volatility.| Risk Adjusted Performance | 0.0197 | |||
| Jensen Alpha | 0.0054 | |||
| Total Risk Alpha | 0.0053 | |||
| Sortino Ratio | 0.0096 | |||
| Treynor Ratio | 0.0129 |
Vanguard Balanced March 6, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0197 | |||
| Market Risk Adjusted Performance | 0.0229 | |||
| Mean Deviation | 0.3397 | |||
| Semi Deviation | 0.4742 | |||
| Downside Deviation | 0.5273 | |||
| Coefficient Of Variation | 2874.22 | |||
| Standard Deviation | 0.448 | |||
| Variance | 0.2007 | |||
| Information Ratio | 0.0113 | |||
| Jensen Alpha | 0.0054 | |||
| Total Risk Alpha | 0.0053 | |||
| Sortino Ratio | 0.0096 | |||
| Treynor Ratio | 0.0129 | |||
| Maximum Drawdown | 2.31 | |||
| Value At Risk | (0.79) | |||
| Potential Upside | 0.616 | |||
| Downside Variance | 0.278 | |||
| Semi Variance | 0.2249 | |||
| Expected Short fall | (0.34) | |||
| Skewness | (0.58) | |||
| Kurtosis | 0.7029 |
Vanguard Balanced Backtested Returns
As of now, Vanguard Etf is very steady. Vanguard Balanced owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0857, which indicates the etf had a 0.0857 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard Balanced Portfolio, which you can use to evaluate the volatility of the etf. Please validate Vanguard Balanced's Risk Adjusted Performance of 0.0197, semi deviation of 0.4742, and Coefficient Of Variation of 2874.22 to confirm if the risk estimate we provide is consistent with the expected return of 0.0382%. The entity has a beta of 0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Balanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Balanced is expected to be smaller as well.
Auto-correlation | 0.84 |
Very good predictability
Vanguard Balanced Portfolio has very good predictability. Overlapping area represents the amount of predictability between Vanguard Balanced time series from 6th of December 2025 to 20th of January 2026 and 20th of January 2026 to 6th of March 2026. 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 Balanced price movement. The serial correlation of 0.84 indicates that around 84.0% of current Vanguard Balanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Pair Trading with Vanguard Balanced
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Vanguard Balanced position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Vanguard Balanced will appreciate offsetting losses from the drop in the long position's value.Moving together with Vanguard Etf
The ability to find closely correlated positions to Vanguard Balanced could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vanguard Balanced when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vanguard Balanced - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vanguard Balanced Portfolio to buy it.
The correlation of Vanguard Balanced 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 perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vanguard Balanced moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vanguard Balanced moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Vanguard Balanced can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Vanguard Etf
Vanguard Balanced financial ratios help investors to determine whether Vanguard Etf 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 Balanced security.