VanEck Vectors (Mexico) Performance
| MOAT Etf | MXN 2,001 25.19 1.24% |
The entity has a beta of 0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VanEck Vectors' returns are expected to increase less than the market. However, during the bear market, the loss of holding VanEck Vectors is expected to be smaller as well.
Risk-Adjusted Performance
7 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in VanEck Vectors ETF are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of fairly weak basic indicators, VanEck Vectors showed solid returns over the last few months and may actually be approaching a breakup point. ...more
VanEck |
VanEck Vectors Relative Risk vs. Return Landscape
If you would invest 178,200 in VanEck Vectors ETF on September 5, 2024 and sell it today you would earn a total of 21,900 from holding VanEck Vectors ETF or generate 12.29% return on investment over 90 days. VanEck Vectors ETF is generating 0.2179% of daily returns and assumes 2.382% volatility on return distribution over the 90 days horizon. Simply put, 21% of etfs are less volatile than VanEck, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
VanEck Vectors Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VanEck Vectors' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as VanEck Vectors ETF, and traders can use it to determine the average amount a VanEck Vectors' 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 = 0.0915
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | MOAT | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.38 actual daily | 21 79% of assets are more volatile |
Expected Return
| 0.22 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average VanEck Vectors 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 VanEck Vectors by adding it to a well-diversified portfolio.
About VanEck Vectors Performance
Evaluating VanEck Vectors' performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if VanEck Vectors 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 VanEck Vectors 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.