Betashares Australian (Australia) Performance
| BSUB Etf | 25.54 0.01 0.04% |
The etf shows a Beta (market volatility) of -0.0158, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Betashares Australian are expected to decrease at a much lower rate. During the bear market, Betashares Australian is likely to outperform the market.
Risk-Adjusted Performance
30 of 100
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Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Betashares Australian Major are ranked lower than 30 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, Betashares Australian is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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Betashares Australian Relative Risk vs. Return Landscape
If you would invest 2,503 in Betashares Australian Major on August 26, 2024 and sell it today you would earn a total of 51.00 from holding Betashares Australian Major or generate 2.04% return on investment over 90 days. Betashares Australian Major is generating 0.0306% of daily returns and assumes 0.0786% volatility on return distribution over the 90 days horizon. Simply put, 0% of etfs are less volatile than Betashares, 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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Betashares Australian Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Betashares Australian's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Betashares Australian Major, and traders can use it to determine the average amount a Betashares Australian'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 = 0.3893
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Based on monthly moving average Betashares Australian is performing at about 30% 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 Australian by adding it to a well-diversified portfolio.