KIM GROWTH (Vietnam) Performance
| FUEKIV30 | 8,680 70.00 0.80% |
The etf secures a Beta (Market Risk) of 0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KIM GROWTH's returns are expected to increase less than the market. However, during the bear market, the loss of holding KIM GROWTH is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days KIM GROWTH VN30 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong forward indicators, KIM GROWTH is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
KIM |
KIM GROWTH Relative Risk vs. Return Landscape
If you would invest 900,000 in KIM GROWTH VN30 on September 3, 2024 and sell it today you would lose (32,000) from holding KIM GROWTH VN30 or give up 3.56% of portfolio value over 90 days. KIM GROWTH VN30 is generating negative expected returns and assumes 0.9197% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than KIM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
KIM GROWTH Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KIM GROWTH's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as KIM GROWTH VN30, and traders can use it to determine the average amount a KIM GROWTH'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 = -0.0611
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| Negative Returns | FUEKIV30 |
Estimated Market Risk
| 0.92 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average KIM GROWTH is not performing at its full potential. However, 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 KIM GROWTH by adding KIM GROWTH to a well-diversified portfolio.
| KIM GROWTH VN30 generated a negative expected return over the last 90 days |