VanEck Vectors (France) Performance
| VBTC Etf | 26.60 24.17 47.61% |
The entity has a beta of -0.52, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning VanEck Vectors are expected to decrease at a much lower rate. During the bear market, VanEck Vectors is likely to outperform the market.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in VanEck Vectors Bitcoin are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, VanEck Vectors may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
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VanEck Vectors Relative Risk vs. Return Landscape
If you would invest 3,046 in VanEck Vectors Bitcoin on August 26, 2024 and sell it today you would lose (386.00) from holding VanEck Vectors Bitcoin or give up 12.67% of portfolio value over 90 days. VanEck Vectors Bitcoin is generating 0.1061% of daily returns and assumes 6.7817% volatility on return distribution over the 90 days horizon. Simply put, 60% of etfs are less volatile than VanEck, and 98% 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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VanEck Vectors Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VanEck Vectors' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as VanEck Vectors Bitcoin, and traders can use it to determine the average amount a VanEck Vectors' 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 = 0.0156
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| Cash | Small Risk | Average Risk | High Risk | VBTC |
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Estimated Market Risk
| 6.78 actual daily | 60 60% of assets are less volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average VanEck Vectors is performing at about 1% 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 VanEck Vectors by adding it to a well-diversified portfolio.
| VanEck Vectors had very high historical volatility over the last 90 days |