WisdomTree Quality (Switzerland) Performance
| DGRA Etf | 49.75 0.65 1.32% |
The entity maintains a market beta of 0.47, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, WisdomTree Quality's returns are expected to increase less than the market. However, during the bear market, the loss of holding WisdomTree Quality is expected to be smaller as well.
Risk-Adjusted Performance
9 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Quality Dividend are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable basic indicators, WisdomTree Quality is not utilizing all of its potentials. The current stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
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WisdomTree Quality Relative Risk vs. Return Landscape
If you would invest 4,727 in WisdomTree Quality Dividend on September 2, 2024 and sell it today you would earn a total of 248.00 from holding WisdomTree Quality Dividend or generate 5.25% return on investment over 90 days. WisdomTree Quality Dividend is generating 0.0811% of daily returns and assumes 0.6943% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than WisdomTree, 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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WisdomTree Quality Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree Quality's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as WisdomTree Quality Dividend, and traders can use it to determine the average amount a WisdomTree Quality'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 = 0.1167
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Estimated Market Risk
| 0.69 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average WisdomTree Quality is performing at about 9% 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 WisdomTree Quality by adding it to a well-diversified portfolio.