KraneShares MSCI (UK) Performance
| KGNP Etf | 17.81 0.36 2.06% |
The etf secures a Beta (Market Risk) of -0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KraneShares MSCI are expected to decrease at a much lower rate. During the bear market, KraneShares MSCI is likely to outperform the market.
Risk-Adjusted Performance
8 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in KraneShares MSCI China are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively unsteady basic indicators, KraneShares MSCI unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
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KraneShares MSCI Relative Risk vs. Return Landscape
If you would invest 1,508 in KraneShares MSCI China on August 30, 2024 and sell it today you would earn a total of 273.00 from holding KraneShares MSCI China or generate 18.1% return on investment over 90 days. KraneShares MSCI China is generating 0.2908% of daily returns and assumes 2.6424% volatility on return distribution over the 90 days horizon. Simply put, 23% of etfs are less volatile than KraneShares, and 95% 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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KraneShares MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KraneShares MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as KraneShares MSCI China, and traders can use it to determine the average amount a KraneShares MSCI'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 = 0.1101
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Estimated Market Risk
| 2.64 actual daily | 23 77% of assets are more volatile |
Expected Return
| 0.29 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average KraneShares MSCI is performing at about 8% 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 KraneShares MSCI by adding it to a well-diversified portfolio.