Xtrackers MSCI (Switzerland) Performance
| XCNA Etf | 13.87 0.17 1.24% |
The entity maintains a market beta of 0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xtrackers MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xtrackers MSCI is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Xtrackers MSCI China are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of fairly abnormal basic indicators, Xtrackers MSCI showed solid returns over the last few months and may actually be approaching a breakup point. ...more
Xtrackers |
Xtrackers MSCI Relative Risk vs. Return Landscape
If you would invest 1,120 in Xtrackers MSCI China on September 2, 2024 and sell it today you would earn a total of 267.00 from holding Xtrackers MSCI China or generate 23.84% return on investment over 90 days. Xtrackers MSCI China is generating 0.4008% of daily returns and assumes 2.9805% volatility on return distribution over the 90 days horizon. Simply put, 26% of etfs are less volatile than Xtrackers, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Xtrackers MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Xtrackers MSCI China, and traders can use it to determine the average amount a Xtrackers MSCI'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 = 0.1345
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Estimated Market Risk
| 2.98 actual daily | 26 74% of assets are more volatile |
Expected Return
| 0.4 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Xtrackers MSCI is performing at about 10% 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 Xtrackers MSCI by adding it to a well-diversified portfolio.