Beta ETF (Poland) Performance
| ETFBCASH | 134.80 0.04 0.03% |
The etf shows a Beta (market volatility) of 0.0254, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Beta ETF's returns are expected to increase less than the market. However, during the bear market, the loss of holding Beta ETF is expected to be smaller as well.
Risk-Adjusted Performance
13 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Beta ETF Obligacji are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, Beta ETF is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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Beta ETF Relative Risk vs. Return Landscape
If you would invest 13,370 in Beta ETF Obligacji on August 25, 2024 and sell it today you would earn a total of 110.00 from holding Beta ETF Obligacji or generate 0.82% return on investment over 90 days. Beta ETF Obligacji is generating 0.013% of daily returns and assumes 0.0755% volatility on return distribution over the 90 days horizon. Simply put, 0% of etfs are less volatile than Beta, 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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Beta ETF Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beta ETF's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Beta ETF Obligacji, and traders can use it to determine the average amount a Beta ETF'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 = 0.1727
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Based on monthly moving average Beta ETF is performing at about 13% 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 Beta ETF by adding it to a well-diversified portfolio.