FIRST TRUST (UK) Performance

FSCR Etf   1,598  2.00  0.13%   
The etf shows a Beta (market volatility) of 0.21, which means not very significant fluctuations relative to the market. As returns on the market increase, FIRST TRUST's returns are expected to increase less than the market. However, during the bear market, the loss of holding FIRST TRUST is expected to be smaller as well.

Risk-Adjusted Performance

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Over the last 90 days FIRST TRUST GLOBAL has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, FIRST TRUST is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
  

FIRST TRUST Relative Risk vs. Return Landscape

If you would invest  170,120  in FIRST TRUST GLOBAL on September 24, 2024 and sell it today you would lose (10,360) from holding FIRST TRUST GLOBAL or give up 6.09% of portfolio value over 90 days. FIRST TRUST GLOBAL is generating negative expected returns and assumes 0.7012% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than FIRST, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon FIRST TRUST is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.14 times less risky than the market. the firm trades about -0.13 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.04 of returns per unit of risk over similar time horizon.

FIRST TRUST Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for FIRST TRUST's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FIRST TRUST GLOBAL, and traders can use it to determine the average amount a FIRST 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 = -0.1343

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Negative ReturnsFSCR

Estimated Market Risk

 0.7
  actual daily
6
94% of assets are more volatile

Expected Return

 -0.09
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.13
  actual daily
0
Most of other assets perform better
Based on monthly moving average FIRST TRUST 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 FIRST TRUST by adding FIRST TRUST to a well-diversified portfolio.
FIRST TRUST GLOBAL generated a negative expected return over the last 90 days