Yuanta Treasury (Taiwan) Performance
| 00719B Etf | 31.82 0.06 0.19% |
The entity maintains a market beta of 0.0438, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yuanta Treasury's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yuanta Treasury is expected to be smaller as well.
Risk-Adjusted Performance
7 of 100
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OK
Compared to the overall equity markets, risk-adjusted returns on investments in Yuanta Treasury 1 3 are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Yuanta Treasury is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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Yuanta Treasury Relative Risk vs. Return Landscape
If you would invest 3,129 in Yuanta Treasury 1 3 on August 28, 2024 and sell it today you would earn a total of 53.00 from holding Yuanta Treasury 1 3 or generate 1.69% return on investment over 90 days. Yuanta Treasury 1 3 is generating 0.0275% of daily returns and assumes 0.2746% volatility on return distribution over the 90 days horizon. Simply put, 2% of etfs are less volatile than Yuanta, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Yuanta Treasury Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yuanta Treasury's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Yuanta Treasury 1 3, and traders can use it to determine the average amount a Yuanta Treasury's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1
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| Negative Returns | 00719B |
Estimated Market Risk
| 0.27 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average Yuanta Treasury is performing at about 7% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Yuanta Treasury by adding it to a well-diversified portfolio.