Ossiam Lux (France) Performance
| OP5E Etf | 142.62 3.15 2.16% |
The etf holds a Beta of -0.0178, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ossiam Lux are expected to decrease at a much lower rate. During the bear market, Ossiam Lux is likely to outperform the market.
Risk-Adjusted Performance
Modest
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Compared to the overall equity markets, risk-adjusted returns on investments in Ossiam Lux Ossiam are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Ossiam Lux is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
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Ossiam Lux Relative Risk vs. Return Landscape
If you would invest 13,938 in Ossiam Lux Ossiam on December 6, 2024 and sell it today you would earn a total of 324.00 from holding Ossiam Lux Ossiam or generate 2.32% return on investment over 90 days. Ossiam Lux Ossiam is generating 0.0391% of daily returns and assumes 0.6511% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than Ossiam, and 99% 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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Ossiam Lux Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ossiam Lux's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Ossiam Lux Ossiam, and traders can use it to determine the average amount a Ossiam Lux'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 = 0.0601
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Estimated Market Risk
| 0.65 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Ossiam Lux is performing at about 4% 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 Ossiam Lux by adding it to a well-diversified portfolio.