WisdomTree Physical (Switzerland) Performance
| ETHW-USD | 34.34 1.96 6.05% |
The entity maintains a market beta of 1.25, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, WisdomTree Physical will likely underperform.
Risk-Adjusted Performance
12 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Physical Ethereum are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively abnormal basic indicators, WisdomTree Physical unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
WisdomTree |
WisdomTree Physical Relative Risk vs. Return Landscape
If you would invest 2,539 in WisdomTree Physical Ethereum on August 27, 2024 and sell it today you would earn a total of 895.00 from holding WisdomTree Physical Ethereum or generate 35.25% return on investment over 90 days. WisdomTree Physical Ethereum is generating 0.5549% of daily returns and assumes 3.4628% volatility on return distribution over the 90 days horizon. Simply put, 30% of etfs are less volatile than WisdomTree, and 89% 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 Physical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree Physical's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as WisdomTree Physical Ethereum, and traders can use it to determine the average amount a WisdomTree Physical'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 = 0.1602
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 3.46 actual daily | 30 70% of assets are more volatile |
Expected Return
| 0.55 actual daily | 10 90% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average WisdomTree Physical is performing at about 12% 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 Physical by adding it to a well-diversified portfolio.
| WisdomTree Physical appears to be risky and price may revert if volatility continues |