ETHetc Physical (Switzerland) Performance
| ZETH-GBP | 15.86 0.00 0.00% |
The etf shows a Beta (market volatility) of -0.019, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ETHetc Physical are expected to decrease at a much lower rate. During the bear market, ETHetc Physical is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days ETHetc Physical has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Etf's basic indicators remain somewhat strong which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long term up-swing for the ETF investors. ...more
ETHetc |
ETHetc Physical Relative Risk vs. Return Landscape
If you would invest 2,388 in ETHetc Physical on December 5, 2024 and sell it today you would lose (802.00) from holding ETHetc Physical or give up 33.58% of portfolio value over 90 days. ETHetc Physical is generating negative expected returns and assumes 9.7547% volatility on return distribution over the 90 days horizon. Simply put, 87% of etfs are less volatile than ETHetc, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ETHetc Physical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ETHetc Physical's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ETHetc Physical, and traders can use it to determine the average amount a ETHetc Physical'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 = -0.2959
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ZETH-GBP |
Estimated Market Risk
| 9.75 actual daily | 86 86% of assets are less volatile |
Expected Return
| -2.89 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.3 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ETHetc Physical 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 ETHetc Physical by adding ETHetc Physical to a well-diversified portfolio.
| ETHetc Physical is not yet fully synchronised with the market data | |
| ETHetc Physical generated a negative expected return over the last 90 days | |
| ETHetc Physical has high historical volatility and very poor performance |