Vanguard Intermediate Term Treasury Fund Market Value
| VFIUX Fund | USD 9.91 0.01 0.10% |
| Symbol | Vanguard |
Vanguard Intermediate '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 Intermediate's mutual 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 Intermediate.
| 04/30/2025 |
| 07/29/2025 |
If you would invest 0.00 in Vanguard Intermediate on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Intermediate Term Treasury or generate 0.0% return on investment in Vanguard Intermediate over 90 days. Vanguard Intermediate is related to or competes with Morgan Stanley, Ab Global, Gmo Global, Jhancock Global, Qs Global, Calvert Global, and Asg Global. Under normal circumstances, the fund invests at least 80 percent of its assets in U.S More
Vanguard Intermediate 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 Intermediate's mutual 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 Intermediate Term Treasury upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3133 | |||
| Information Ratio | (0.57) | |||
| Maximum Drawdown | 1.32 | |||
| Value At Risk | (0.51) | |||
| Potential Upside | 0.5081 |
Vanguard Intermediate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Intermediate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Intermediate's standard deviation. In reality, there are many statistical measures that can use Vanguard Intermediate historical prices to predict the future Vanguard Intermediate's volatility.| Risk Adjusted Performance | 0.0368 | |||
| Jensen Alpha | 0.0085 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.54) | |||
| Treynor Ratio | 0.9678 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Intermediate's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vanguard Intermediate Backtested Returns
Vanguard Intermediate owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0265, which indicates the fund had a -0.0265 % return per unit of risk over the last 3 months. Vanguard Intermediate Term Treasury exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Intermediate's Semi Deviation of 0.2386, coefficient of variation of 1465.77, and Risk Adjusted Performance of 0.0368 to confirm the risk estimate we provide. The entity has a beta of 0.0108, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Intermediate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Intermediate is expected to be smaller as well.
Auto-correlation | -0.53 |
Good reverse predictability
Vanguard Intermediate Term Treasury has good reverse predictability. Overlapping area represents the amount of predictability between Vanguard Intermediate time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th 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 Intermediate price movement. The serial correlation of -0.53 indicates that about 53.0% of current Vanguard Intermediate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanguard Intermediate lagged returns against current returns
Autocorrelation, which is Vanguard Intermediate mutual 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 Intermediate's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Intermediate returns to help us make a trade decision. For example, suppose you find that Vanguard Intermediate has exhibited high autocorrelation historically, and you observe that the mutual 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 Intermediate 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 Intermediate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Intermediate mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Intermediate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Intermediate Lagged Returns
When evaluating Vanguard Intermediate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Intermediate mutual fund have on its future price. Vanguard Intermediate 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 Intermediate autocorrelation shows the relationship between Vanguard Intermediate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Intermediate Term Treasury.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Vanguard Mutual Fund
Vanguard Intermediate financial ratios help investors to determine whether Vanguard Mutual Fund 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 Intermediate security.
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