BetaShares Managed (Australia) Performance
| WRLD Etf | 20.03 0.12 0.60% |
The etf shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BetaShares Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding BetaShares Managed is expected to be smaller as well.
Risk-Adjusted Performance
12 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in BetaShares Managed Risk are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, BetaShares Managed may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
BetaShares |
BetaShares Managed Relative Risk vs. Return Landscape
If you would invest 1,872 in BetaShares Managed Risk on August 26, 2024 and sell it today you would earn a total of 131.00 from holding BetaShares Managed Risk or generate 7.0% return on investment over 90 days. BetaShares Managed Risk is generating 0.1045% of daily returns and assumes 0.6409% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than BetaShares, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BetaShares Managed Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BetaShares Managed's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BetaShares Managed Risk, and traders can use it to determine the average amount a BetaShares Managed'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 = 0.1631
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | WRLD | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.64 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average BetaShares Managed is performing at about 12% 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 BetaShares Managed by adding it to a well-diversified portfolio.
BetaShares Managed Fundamentals Growth
BetaShares Etf prices reflect investors' perceptions of the future prospects and financial health of BetaShares Managed, and BetaShares Managed fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on BetaShares Etf performance.
About BetaShares Managed Performance
Assessing BetaShares Managed's fundamental ratios provides investors with valuable insights into BetaShares Managed's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the BetaShares Managed is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
BetaShares Managed is entity of Australia. It is traded as Etf on AU exchange.