WisdomTree Trust (Mexico) Performance
| DXJ Etf | MXN 2,229 0.00 0.00% |
The entity maintains a market beta of 0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, WisdomTree Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding WisdomTree Trust is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Trust are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of fairly weak forward-looking indicators, WisdomTree Trust may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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WisdomTree Trust Relative Risk vs. Return Landscape
If you would invest 211,000 in WisdomTree Trust on September 3, 2024 and sell it today you would earn a total of 11,900 from holding WisdomTree Trust or generate 5.64% return on investment over 90 days. WisdomTree Trust is generating 0.117% of daily returns assuming 1.2269% volatility of returns over the 90 days investment horizon. Simply put, 10% of all etfs have less volatile historical return distribution than WisdomTree Trust, and 98% 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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WisdomTree Trust Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree Trust's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as WisdomTree Trust , and traders can use it to determine the average amount a WisdomTree Trust'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 = 0.0953
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Estimated Market Risk
| 1.23 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average WisdomTree Trust 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 WisdomTree Trust by adding it to a well-diversified portfolio.
About WisdomTree Trust Performance
Evaluating WisdomTree Trust's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if WisdomTree Trust has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if WisdomTree Trust has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.