UBS SBI (Switzerland) Performance
| F5ESGA Etf | 5.10 0.02 0.39% |
The entity has a beta of -0.0074, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning UBS SBI are expected to decrease at a much lower rate. During the bear market, UBS SBI is likely to outperform the market.
Risk-Adjusted Performance
Weakest
Weak | Strong |
Over the last 90 days UBS SBI Foreign has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong technical and fundamental indicators, UBS SBI is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
UBS |
UBS SBI Relative Risk vs. Return Landscape
If you would invest 512.00 in UBS SBI Foreign on October 3, 2025 and sell it today you would lose (2.00) from holding UBS SBI Foreign or give up 0.39% of portfolio value over 90 days. UBS SBI Foreign is generating negative expected returns and assumes 0.3268% volatility on return distribution over the 90 days horizon. Simply put, 2% of etfs are less volatile than UBS, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
UBS SBI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS SBI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as UBS SBI Foreign, and traders can use it to determine the average amount a UBS SBI'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 = -0.018
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| Negative Returns | F5ESGA |
Estimated Market Risk
| 0.33 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average UBS SBI 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 UBS SBI by adding UBS SBI to a well-diversified portfolio.
| UBS SBI Foreign generated a negative expected return over the last 90 days |