Vanguard Real Estate Index Fund ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 17.95%
YTD return -4.19%
Beta 3Y 0.86
Total Assets 83.32B
Annual report expense ratio 0.12%

Company description

The investment seeks to provide a high level of income and moderate long-term capital appreciation by tracking the performance of the MSCI US Investable Market Real Estate 25/50 Index that measures the performance of publicly traded equity REITs and other real estate-related investments. The advisor attempts to track the index by investing all, or substantially all, of its assets-either directly or indirectly through a wholly owned subsidiary, which is itself a registered investment company-in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index. The fund is non-diversified.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to Vanguard Real Estate Index Fund ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Vanguard Real Estate Index Fund ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Vanguard Real Estate Index Fund ETF

Here is the result of two systematic investment strategies applied to Vanguard Real Estate Index Fund ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Vanguard Real Estate Index Fund ETF

The following chart shows the equity curve of the two systematic investment strategies applied to Vanguard Real Estate Index Fund ETF:

Vanguard Real Estate Index Fund ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 16.99% on the backtest period.

Performance at glance

Performance

16.99 %

Latent gain

123.59 $

Invested capital

727.45 $

Annualized return

11.8 %
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Momentum strategy results on Vanguard Real Estate Index Fund ETF

This is the result of two momentum investment strategies applied to Vanguard Real Estate Index Fund ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Vanguard Real Estate Index Fund ETF

The following chart shows all the entries opened by the momentum investment system on Vanguard Real Estate Index Fund ETF:

Vanguard Real Estate Index Fund ETF momentum entries
  • The first momentum investment strategy would give 27.06% of return on Vanguard Real Estate Index Fund ETF. That represents 453.18$ of latent gain with 1674.42$ of employed capital.
  • The second momentum investment strategy would give 26.3% of return on Vanguard Real Estate Index Fund ETF. That represents 132.93$ of latent gain with 505.35$ of employed capital.
Performance at glance (1Q Momentum)

Performance

27.06 %

Latent gain

453.18 $

Invested capital

1674.42 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

26.3 %

Latent gain

132.93 $

Invested capital

505.35 $

Annualized return

27.4 %

Momentum equity curve on Vanguard Real Estate Index Fund ETF

The following chart shows the equity curve of the two momentum strategies applied to Vanguard Real Estate Index Fund ETF:

Vanguard Real Estate Index Fund ETF momentum equity

Note: the dividends potentially given by Vanguard Real Estate Index Fund ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Vanguard Real Estate Index Fund ETF

The following chart shows the employed capital evolution of the two momentum strategies on Vanguard Real Estate Index Fund ETF since the beginning:

Vanguard Real Estate Index Fund ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on Vanguard Real Estate Index Fund ETF

Buy the dip entry openings on Vanguard Real Estate Index Fund ETF

Vanguard Real Estate Index Fund ETF

The performance achieved by the robo-advisor on Vanguard Real Estate Index Fund ETF is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows Vanguard Real Estate Index Fund ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Vanguard Real Estate Index Fund ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Equity curve of the strategy applied to Vanguard Real Estate Index Fund ETF

The following chart shows the result of the investment strategy applied to Vanguard Real Estate Index Fund ETF:

Vanguard Real Estate Index Fund ETF

Note: the dividends potentially given by Vanguard Real Estate Index Fund ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Vanguard Real Estate Index Fund ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on Vanguard Real Estate Index Fund ETF:

Vanguard Real Estate Index Fund ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Vanguard Real Estate Index Fund ETF

In this section, I will compare the three previous investment strategies applied to Vanguard Real Estate Index Fund ETF.

Equity curve comparison on Vanguard Real Estate Index Fund ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Vanguard Real Estate Index Fund ETF investment strategy comparison

Employed capital comparison on Vanguard Real Estate Index Fund ETF

Vanguard Real Estate Index Fund ETF investment comparison

Performance comparison on Vanguard Real Estate Index Fund ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 16.99% 123.59$ 727.45$ 11.8%
Momentum 1 quarter 27.06% 453.18$ 1674.42$ 22.55%
Momentum 2 quarters 26.3% 132.93$ 505.35$ 27.4%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

11.8 %

Momentum 1Q

27.4 %

Momentum 2Q

27.4 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Vanguard Real Estate Index Fund ETF:

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

  • FINANCIERE MARJOS

  • Note: The algorithm computes the probability of correlation between Vanguard Real Estate Index Fund ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of Vanguard Real Estate Index Fund ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name Vanguard Real Estate Index Fund ETF
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker VNQ
    Market

    Vanguard Real Estate Index Fund ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown