ACE 10Y (Korea) Performance
| 365780 Etf | 94,035 290.00 0.31% |
The entity shows a Beta (market volatility) of 0.0376, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ACE 10Y's returns are expected to increase less than the market. However, during the bear market, the loss of holding ACE 10Y is expected to be smaller as well.
Risk-Adjusted Performance
16 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in ACE 10Y KTB are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, ACE 10Y is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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ACE 10Y Relative Risk vs. Return Landscape
If you would invest 9,075,000 in ACE 10Y KTB on September 3, 2024 and sell it today you would earn a total of 328,500 from holding ACE 10Y KTB or generate 3.62% return on investment over 90 days. ACE 10Y KTB is generating 0.0607% of daily returns and assumes 0.2895% volatility on return distribution over the 90 days horizon. Simply put, 2% of etfs are less volatile than ACE, and 99% 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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ACE 10Y Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ACE 10Y's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ACE 10Y KTB, and traders can use it to determine the average amount a ACE 10Y'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 = 0.2097
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| Cash | 365780 | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.29 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average ACE 10Y is performing at about 16% 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 ACE 10Y by adding it to a well-diversified portfolio.