Bmo Real Return Etf Performance
| ZRR Etf | CAD 14.20 0.08 0.57% |
The etf shows a Beta (market volatility) of 0.0239, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BMO Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding BMO Real is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days BMO Real Return has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, BMO Real is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
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BMO Real Relative Risk vs. Return Landscape
If you would invest 1,453 in BMO Real Return on August 25, 2024 and sell it today you would lose (33.00) from holding BMO Real Return or give up 2.27% of portfolio value over 90 days. BMO Real Return is producing return of less than zero assuming 0.4803% volatility of returns over the 90 days investment horizon. Simply put, 4% of all etfs have less volatile historical return distribution than BMO Real, 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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BMO Real Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BMO Real's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BMO Real Return, and traders can use it to determine the average amount a BMO Real'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 = -0.0736
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| Negative Returns | ZRR |
Estimated Market Risk
| 0.48 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BMO Real 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 BMO Real by adding BMO Real to a well-diversified portfolio.
BMO Real Fundamentals Growth
BMO Etf prices reflect investors' perceptions of the future prospects and financial health of BMO Real, and BMO Real fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on BMO Etf performance.
| Total Asset | 77.2 M | |||
About BMO Real Performance
By examining BMO Real's fundamental ratios, stakeholders can obtain critical insights into BMO Real's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that BMO Real is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
BMO Real Return Bond Index ETF seeks to replicate, to the extent possible, the performance of a real return bond index, net of expenses. BMO REAL is traded on Toronto Stock Exchange in Canada.| BMO Real Return generated a negative expected return over the last 90 days | |
| This fund has annual holdings turnover of about 154.09% suggesting active trading | |
| BMO Real keeps roughly 99.89% of its net assets in bonds |
Other Information on Investing in BMO Etf
BMO Real financial ratios help investors to determine whether BMO Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in BMO with respect to the benefits of owning BMO Real security.