Lyxor MSCI (France) Performance
| WLDHC Etf | 13.35 0.01 0.07% |
The etf secures a Beta (Market Risk) of 0.21, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor MSCI is expected to be smaller as well.
Risk-Adjusted Performance
8 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Lyxor MSCI World are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable basic indicators, Lyxor MSCI is not utilizing all of its potentials. The current stock price agitation, may contribute to short-term losses for the retail investors. ...more
Lyxor |
Lyxor MSCI Relative Risk vs. Return Landscape
If you would invest 1,272 in Lyxor MSCI World on August 31, 2024 and sell it today you would earn a total of 63.00 from holding Lyxor MSCI World or generate 4.95% return on investment over 90 days. Lyxor MSCI World is generating 0.0779% of daily returns and assumes 0.6831% volatility on return distribution over the 90 days horizon. Simply put, 6% 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 MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor MSCI World, and traders can use it to determine the average amount a Lyxor MSCI'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 = 0.114
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | WLDHC | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.68 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Lyxor MSCI is performing at about 8% 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 Lyxor MSCI by adding it to a well-diversified portfolio.