Forstrong Emerging Markets Etf Performance
| FEME Etf | 94.76 73.74 350.81% |
The etf shows a Beta (market volatility) of 8.45, which means 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, Forstrong Emerging will likely underperform.
Risk-Adjusted Performance
10 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Forstrong Emerging Markets are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, Forstrong Emerging displayed solid returns over the last few months and may actually be approaching a breakup point. ...more
1 | Fidelity EM Quality Income FEME - Net Asset Value - Yahoo Finance UK | 09/03/2024 |
Forstrong |
Forstrong Emerging Relative Risk vs. Return Landscape
If you would invest 1,976 in Forstrong Emerging Markets on August 28, 2024 and sell it today you would earn a total of 7,431 from holding Forstrong Emerging Markets or generate 376.06% return on investment over 90 days. Forstrong Emerging Markets is generating 5.6573% of daily returns and assumes 44.1918% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than Forstrong on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Forstrong Emerging Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Forstrong Emerging's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Forstrong Emerging Markets, and traders can use it to determine the average amount a Forstrong Emerging'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 = 0.128
| Best Portfolio | Best Equity | FEME | ||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 44.19 actual daily | 96 96% of assets are less volatile |
Expected Return
| 5.01 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Forstrong Emerging is performing at about 10% 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 Forstrong Emerging by adding it to a well-diversified portfolio.