Investo Bluestar (Brazil) Performance
| PEVC11 Etf | 239.36 35.94 13.05% |
The etf retains a Market Volatility (i.e., Beta) of 0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Investo Bluestar's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investo Bluestar is expected to be smaller as well.
Risk-Adjusted Performance
18 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Investo Bluestar Top are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Investo Bluestar sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
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Investo Bluestar Relative Risk vs. Return Landscape
If you would invest 16,870 in Investo Bluestar Top on September 4, 2024 and sell it today you would earn a total of 7,066 from holding Investo Bluestar Top or generate 41.89% return on investment over 90 days. Investo Bluestar Top is generating 0.5895% of daily returns and assumes 2.5513% volatility on return distribution over the 90 days horizon. Simply put, 22% of etfs are less volatile than Investo, and 89% 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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Investo Bluestar Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investo Bluestar's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Investo Bluestar Top, and traders can use it to determine the average amount a Investo Bluestar'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 = 0.2311
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Estimated Market Risk
| 2.55 actual daily | 22 78% of assets are more volatile |
Expected Return
| 0.59 actual daily | 11 89% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average Investo Bluestar is performing at about 18% 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 Bluestar by adding it to a well-diversified portfolio.