SPDR Bloomberg (Switzerland) Performance
| EMDA Etf | 27.38 0.19 0.70% |
The entity has a beta of 0.0766, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SPDR Bloomberg's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR Bloomberg is expected to be smaller as well.
Risk-Adjusted Performance
11 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in SPDR Bloomberg Emerging are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable basic indicators, SPDR Bloomberg is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
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SPDR Bloomberg Relative Risk vs. Return Landscape
If you would invest 2,669 in SPDR Bloomberg Emerging on August 28, 2024 and sell it today you would earn a total of 69.00 from holding SPDR Bloomberg Emerging or generate 2.59% return on investment over 90 days. SPDR Bloomberg Emerging is generating 0.0403% of daily returns and assumes 0.2783% volatility on return distribution over the 90 days horizon. Simply put, 2% of etfs are less volatile than SPDR, 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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SPDR Bloomberg Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR Bloomberg's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SPDR Bloomberg Emerging, and traders can use it to determine the average amount a SPDR Bloomberg'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 = 0.1447
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Estimated Market Risk
| 0.28 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average SPDR Bloomberg is performing at about 11% 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 SPDR Bloomberg by adding it to a well-diversified portfolio.