Lyxor Treasury (UK) Performance
| U37H Etf | 10.48 0.01 0.1% |
The etf secures a Beta (Market Risk) of -0.0724, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lyxor Treasury are expected to decrease at a much lower rate. During the bear market, Lyxor Treasury is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Lyxor Treasury 3 7Y has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Lyxor Treasury is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
1 | Amundi US Treasury Bond 3-7Y UCITS ETF GBP Hedged Dist Net Asset Value - Head Topics | 09/03/2024 |
Lyxor |
Lyxor Treasury Relative Risk vs. Return Landscape
If you would invest 1,067 in Lyxor Treasury 3 7Y on August 24, 2024 and sell it today you would lose (19.00) from holding Lyxor Treasury 3 7Y or give up 1.78% of portfolio value over 90 days. Lyxor Treasury 3 7Y is generating negative expected returns and assumes 0.2359% volatility on return distribution over the 90 days horizon. Simply put, 2% of etfs are less volatile than Lyxor, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Lyxor Treasury Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor Treasury's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor Treasury 3 7Y, and traders can use it to determine the average amount a Lyxor Treasury'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 = -0.1178
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| Negative Returns | U37H |
Estimated Market Risk
| 0.24 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Lyxor Treasury 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 Lyxor Treasury by adding Lyxor Treasury to a well-diversified portfolio.
| Lyxor Treasury 3 generated a negative expected return over the last 90 days |