Ft Vest Dow Etf Performance
| FDND Etf | 22.49 0.27 1.19% |
The etf owns a Beta (Systematic Risk) of 0.034, which means not very significant fluctuations relative to the market. As returns on the market increase, FT Vest's returns are expected to increase less than the market. However, during the bear market, the loss of holding FT Vest is expected to be smaller as well.
Risk-Adjusted Performance
Insignificant
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Compared to the overall equity markets, risk-adjusted returns on investments in FT Vest Dow are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, FT Vest is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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FDND |
FT Vest Relative Risk vs. Return Landscape
If you would invest 2,189 in FT Vest Dow on November 28, 2024 and sell it today you would earn a total of 60.00 from holding FT Vest Dow or generate 2.74% return on investment over 90 days. FT Vest Dow is currently generating 0.053% in daily expected returns and assumes 1.1363% risk (volatility on return distribution) over the 90 days horizon. In different words, 10% of etfs are less volatile than FDND, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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FT Vest Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FT Vest's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FT Vest Dow, and traders can use it to determine the average amount a FT Vest'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 = 0.0466
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Estimated Market Risk
| 1.14 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average FT Vest is performing at about 3% 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 FT Vest by adding it to a well-diversified portfolio.
About FT Vest Performance
By analyzing FT Vest's fundamental ratios, stakeholders can gain valuable insights into FT Vest's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FT Vest 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 FT Vest has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
FT Vest is entity of United States. It is traded as Etf on BATS exchange.