Franklin Libertyshares (UK) Performance
| PABE Etf | 27.91 0.11 0.40% |
The etf shows a Beta (market volatility) of 0.23, which means not very significant fluctuations relative to the market. As returns on the market increase, Franklin Libertyshares' returns are expected to increase less than the market. However, during the bear market, the loss of holding Franklin Libertyshares is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Franklin Libertyshares ICAV has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Franklin Libertyshares is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
Franklin |
Franklin Libertyshares Relative Risk vs. Return Landscape
If you would invest 2,791 in Franklin Libertyshares ICAV on August 28, 2024 and sell it today you would earn a total of 0.00 from holding Franklin Libertyshares ICAV or generate 0.0% return on investment over 90 days. Franklin Libertyshares ICAV is generating 0.0045% of daily returns and assumes 0.9526% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than Franklin, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Franklin Libertyshares Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin Libertyshares' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Franklin Libertyshares ICAV, and traders can use it to determine the average amount a Franklin Libertyshares' 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 = 0.0047
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | PABE |
Estimated Market Risk
| 0.95 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Franklin Libertyshares 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 Franklin Libertyshares by adding Franklin Libertyshares to a well-diversified portfolio.