Expat Slovenia (Germany) Performance
| SLQX Etf | 2.09 0.03 1.46% |
The etf shows a Beta (market volatility) of -0.0074, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Expat Slovenia are expected to decrease at a much lower rate. During the bear market, Expat Slovenia is likely to outperform the market.
Risk-Adjusted Performance
20 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Expat Slovenia SBI are ranked lower than 20 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain basic indicators, Expat Slovenia exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
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Expat Slovenia Relative Risk vs. Return Landscape
If you would invest 178.00 in Expat Slovenia SBI on November 3, 2024 and sell it today you would earn a total of 31.00 from holding Expat Slovenia SBI or generate 17.42% return on investment over 90 days. Expat Slovenia SBI is generating 0.2736% of daily returns and assumes 1.0761% volatility on return distribution over the 90 days horizon. Simply put, 9% of etfs are less volatile than Expat, and 95% 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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Expat Slovenia Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Expat Slovenia's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Expat Slovenia SBI, and traders can use it to determine the average amount a Expat Slovenia'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 = 0.2543
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Estimated Market Risk
| 1.08 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.27 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 20 80% of assets perform better |
Based on monthly moving average Expat Slovenia is performing at about 20% 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 Expat Slovenia by adding it to a well-diversified portfolio.