UBSFund Solutions (Germany) Performance
| UIMB Etf | 10.00 0.04 0.40% |
The entity has a beta of 0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UBSFund Solutions' returns are expected to increase less than the market. However, during the bear market, the loss of holding UBSFund Solutions is expected to be smaller as well.
Risk-Adjusted Performance
5 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in UBSFund Solutions Bloomberg are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound fundamental drivers, UBSFund Solutions is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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UBSFund Solutions Relative Risk vs. Return Landscape
If you would invest 967.00 in UBSFund Solutions Bloomberg on August 31, 2024 and sell it today you would earn a total of 33.00 from holding UBSFund Solutions Bloomberg or generate 3.41% return on investment over 90 days. UBSFund Solutions Bloomberg is generating 0.0545% of daily returns and assumes 0.769% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than UBSFund, 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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UBSFund Solutions Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBSFund Solutions' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as UBSFund Solutions Bloomberg, and traders can use it to determine the average amount a UBSFund Solutions' 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 = 0.0709
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Estimated Market Risk
| 0.77 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average UBSFund Solutions is performing at about 5% 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 UBSFund Solutions by adding it to a well-diversified portfolio.