Migdal Mutual (Israel) Performance
| MTF-F49 Etf | 3,208 8.00 0.25% |
The etf secures a Beta (Market Risk) of -0.14, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Migdal Mutual are expected to decrease at a much lower rate. During the bear market, Migdal Mutual is likely to outperform the market.
Risk-Adjusted Performance
11 of 100
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Good
Compared to the overall equity markets, risk-adjusted returns on investments in Migdal Mutual Funds are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Migdal Mutual may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
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Migdal Mutual Relative Risk vs. Return Landscape
If you would invest 300,100 in Migdal Mutual Funds on August 24, 2024 and sell it today you would earn a total of 20,700 from holding Migdal Mutual Funds or generate 6.9% return on investment over 90 days. Migdal Mutual Funds is generating 0.1467% of daily returns and assumes 0.9779% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than Migdal, and 98% 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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Migdal Mutual Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Migdal Mutual's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Migdal Mutual Funds, and traders can use it to determine the average amount a Migdal Mutual'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 = 0.15
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Estimated Market Risk
| 0.98 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average Migdal Mutual is performing at about 11% 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 Migdal Mutual by adding it to a well-diversified portfolio.