Capitania Agro (Brazil) Performance
| CPTR11 Etf | 6.52 0.01 0.15% |
The etf shows a Beta (market volatility) of -0.0195, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Capitania Agro are expected to decrease at a much lower rate. During the bear market, Capitania Agro is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Capitania Agro Strategies has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Etf's basic indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for the ETF investors. ...more
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Capitania Agro Relative Risk vs. Return Landscape
If you would invest 840.00 in Capitania Agro Strategies on September 3, 2024 and sell it today you would lose (188.00) from holding Capitania Agro Strategies or give up 22.38% of portfolio value over 90 days. Capitania Agro Strategies is generating negative expected returns and assumes 1.4048% volatility on return distribution over the 90 days horizon. Simply put, 12% of etfs are less volatile than Capitania, 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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Capitania Agro Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capitania Agro's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Capitania Agro Strategies, and traders can use it to determine the average amount a Capitania Agro'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 = -0.2786
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| Negative Returns | CPTR11 |
Estimated Market Risk
| 1.4 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.39 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.28 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Capitania Agro is not performing at its full potential. However, 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 Capitania Agro by adding Capitania Agro to a well-diversified portfolio.
| Capitania Agro generated a negative expected return over the last 90 days |