Investo Etf (Brazil) Performance
| JOGO11 Etf | 124.21 15.79 11.28% |
The etf retains a Market Volatility (i.e., Beta) of -0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Investo Etf are expected to decrease at a much lower rate. During the bear market, Investo Etf is likely to outperform the market.
Risk-Adjusted Performance
13 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Investo Etf Global are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak technical and fundamental indicators, Investo Etf sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
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Investo Etf Relative Risk vs. Return Landscape
If you would invest 9,698 in Investo Etf Global on September 3, 2024 and sell it today you would earn a total of 2,723 from holding Investo Etf Global or generate 28.08% return on investment over 90 days. Investo Etf Global is generating 0.4255% of daily returns and assumes 2.5572% volatility on return distribution over the 90 days horizon. Simply put, 22% of etfs are less volatile than Investo, and 92% 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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Investo Etf Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investo Etf's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Investo Etf Global, and traders can use it to determine the average amount a Investo 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 = 0.1664
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 2.56 actual daily | 22 78% of assets are more volatile |
Expected Return
| 0.43 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average Investo 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 Investo Etf by adding it to a well-diversified portfolio.