Franklin Libertyshares (UK) Performance
| EMPR Etf | 22.30 0.54 2.36% |
The etf shows a Beta (market volatility) of -0.16, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Franklin Libertyshares are expected to decrease at a much lower rate. During the bear market, Franklin Libertyshares is likely to outperform the market.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Franklin Libertyshares ICAV are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, Franklin Libertyshares 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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Franklin Libertyshares Relative Risk vs. Return Landscape
If you would invest 2,201 in Franklin Libertyshares ICAV on December 1, 2024 and sell it today you would earn a total of 29.00 from holding Franklin Libertyshares ICAV or generate 1.32% return on investment over 90 days. Franklin Libertyshares ICAV is generating 0.0246% of daily returns and assumes 0.8432% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than Franklin, 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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Franklin Libertyshares Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin Libertyshares' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Franklin Libertyshares ICAV, and traders can use it to determine the average amount a Franklin Libertyshares' 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 = 0.0292
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Estimated Market Risk
| 0.84 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Franklin Libertyshares is performing at about 2% 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 Franklin Libertyshares by adding it to a well-diversified portfolio.