HAN GINS (France) Performance
| WELL Etf | 6.54 0.12 1.80% |
The entity retains a Market Volatility (i.e., Beta) of 0.22, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HAN GINS's returns are expected to increase less than the market. However, during the bear market, the loss of holding HAN GINS is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days HAN GINS Indxx Healthcare has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, HAN GINS is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
HAN |
HAN GINS Relative Risk vs. Return Landscape
If you would invest 671.00 in HAN GINS Indxx Healthcare on September 19, 2024 and sell it today you would lose (17.00) from holding HAN GINS Indxx Healthcare or give up 2.53% of portfolio value over 90 days. HAN GINS Indxx Healthcare is generating negative expected returns and assumes 1.0577% volatility on return distribution over the 90 days horizon. Simply put, 9% of etfs are less volatile than HAN, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
HAN GINS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HAN GINS's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as HAN GINS Indxx Healthcare, and traders can use it to determine the average amount a HAN GINS'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 = -0.0327
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | WELL |
Estimated Market Risk
| 1.06 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average HAN GINS 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 HAN GINS by adding HAN GINS to a well-diversified portfolio.
| HAN GINS Indxx generated a negative expected return over the last 90 days |