Hashdex Crypto (Brazil) Performance
| META11 Etf | 25.50 1.61 5.94% |
The etf retains a Market Volatility (i.e., Beta) of 1.04, which attests to a somewhat significant risk relative to the market. Hashdex Crypto returns are very sensitive to returns on the market. As the market goes up or down, Hashdex Crypto is expected to follow.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Hashdex Crypto Metaverse has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Etf's basic indicators remain somewhat strong which may send shares a bit higher in May 2025. The current disturbance may also be a sign of long term up-swing for the ETF investors. ...more
Hashdex |
Hashdex Crypto Relative Risk vs. Return Landscape
If you would invest 5,795 in Hashdex Crypto Metaverse on December 31, 2024 and sell it today you would lose (3,245) from holding Hashdex Crypto Metaverse or give up 56.0% of portfolio value over 90 days. Hashdex Crypto Metaverse is generating negative expected returns and assumes 5.2659% volatility on return distribution over the 90 days horizon. Simply put, 47% of etfs are less volatile than Hashdex, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Hashdex Crypto Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hashdex Crypto's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Hashdex Crypto Metaverse, and traders can use it to determine the average amount a Hashdex Crypto'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 = -0.2266
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | META11 |
Estimated Market Risk
| 5.27 actual daily | 47 53% of assets are more volatile |
Expected Return
| -1.19 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.23 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Hashdex Crypto 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 Hashdex Crypto by adding Hashdex Crypto to a well-diversified portfolio.
| Hashdex Crypto generated a negative expected return over the last 90 days | |
| Hashdex Crypto has high historical volatility and very poor performance |