Ft Vest Equity Etf Performance
| XIJN Etf | 30.98 0.08 0.26% |
The etf owns a Beta (Systematic Risk) of 0.14, 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
22 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in FT Vest Equity are ranked lower than 22 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy forward-looking indicators, FT Vest is not utilizing all of its potentials. The current stock price disarray, may contribute to short-term losses for the investors. ...more
1 | Ftvest Us Eq Bf Pr In Jun to Issue Monthly Dividend of 0.17 | 11/01/2024 |
XIJN |
FT Vest Relative Risk vs. Return Landscape
If you would invest 3,027 in FT Vest Equity on September 1, 2024 and sell it today you would earn a total of 71.00 from holding FT Vest Equity or generate 2.35% return on investment over 90 days. FT Vest Equity is currently generating 0.0363% in daily expected returns and assumes 0.1263% risk (volatility on return distribution) over the 90 days horizon. In different words, 1% of etfs are less volatile than XIJN, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
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 Equity, 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 = 0.2876
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| Negative Returns | XIJN |
Estimated Market Risk
| 0.13 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.29 actual daily | 22 78% of assets perform better |
Based on monthly moving average FT Vest is performing at about 22% 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 examining FT Vest's fundamental ratios, stakeholders can obtain critical insights into FT Vest's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that FT Vest is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
FT Vest is entity of United States. It is traded as Etf on BATS exchange.