VINACAPITAL VN100 (Vietnam) Performance
| FUEVN100 | 17,880 80.00 0.45% |
The entity has a beta of 0.0469, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VINACAPITAL VN100's returns are expected to increase less than the market. However, during the bear market, the loss of holding VINACAPITAL VN100 is expected to be smaller as well.
Risk-Adjusted Performance
3 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in VINACAPITAL VN100 ETF are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, VINACAPITAL VN100 is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
VINACAPITAL |
VINACAPITAL VN100 Relative Risk vs. Return Landscape
If you would invest 1,760,000 in VINACAPITAL VN100 ETF on November 2, 2024 and sell it today you would earn a total of 28,000 from holding VINACAPITAL VN100 ETF or generate 1.59% return on investment over 90 days. VINACAPITAL VN100 ETF is generating 0.0291% of daily returns and assumes 0.7593% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than VINACAPITAL, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
VINACAPITAL VN100 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VINACAPITAL VN100's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as VINACAPITAL VN100 ETF, and traders can use it to determine the average amount a VINACAPITAL VN100'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 = 0.0384
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FUEVN100 |
Estimated Market Risk
| 0.76 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average VINACAPITAL VN100 is performing at about 3% 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 VINACAPITAL VN100 by adding it to a well-diversified portfolio.