Investo Vaneck (Brazil) Performance
| NFTS11 Etf | 8.17 0.10 1.24% |
The etf retains a Market Volatility (i.e., Beta) of 0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Investo Vaneck's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investo Vaneck is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Investo Vaneck Etf are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Investo Vaneck sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
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Investo Vaneck Relative Risk vs. Return Landscape
If you would invest 592.00 in Investo Vaneck Etf on November 2, 2024 and sell it today you would earn a total of 225.00 from holding Investo Vaneck Etf or generate 38.01% return on investment over 90 days. Investo Vaneck Etf is generating 1.2697% of daily returns and assumes 12.3288% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than Investo on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Investo Vaneck Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investo Vaneck's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Investo Vaneck Etf, and traders can use it to determine the average amount a Investo Vaneck'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 = 0.103
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Estimated Market Risk
| 12.33 actual daily | 96 96% of assets are less volatile |
Expected Return
| 1.27 actual daily | 25 75% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 8 92% of assets perform better |
Based on monthly moving average Investo Vaneck 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 Investo Vaneck by adding it to a well-diversified portfolio.