KODEX 200LONGKOSDAQ150 (Korea) Performance

360140 Etf   9,315  50.00  0.53%   
The etf secures a Beta (Market Risk) of 0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KODEX 200LONGKOSDAQ150's returns are expected to increase less than the market. However, during the bear market, the loss of holding KODEX 200LONGKOSDAQ150 is expected to be smaller as well.

Risk-Adjusted Performance

6 of 100

 
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Compared to the overall equity markets, risk-adjusted returns on investments in KODEX 200LONGKOSDAQ150SHORT Futures are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, KODEX 200LONGKOSDAQ150 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
  

KODEX 200LONGKOSDAQ150 Relative Risk vs. Return Landscape

If you would invest  881,000  in KODEX 200LONGKOSDAQ150SHORT Futures on September 25, 2024 and sell it today you would earn a total of  50,500  from holding KODEX 200LONGKOSDAQ150SHORT Futures or generate 5.73% return on investment over 90 days. KODEX 200LONGKOSDAQ150SHORT Futures is generating 0.0975% of daily returns and assumes 1.2391% volatility on return distribution over the 90 days horizon. Simply put, 11% of etfs are less volatile than KODEX, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon KODEX 200LONGKOSDAQ150 is expected to generate 1.54 times more return on investment than the market. However, the company is 1.54 times more volatile than its market benchmark. It trades about 0.08 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.07 per unit of risk.

KODEX 200LONGKOSDAQ150 Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for KODEX 200LONGKOSDAQ150's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as KODEX 200LONGKOSDAQ150SHORT Futures, and traders can use it to determine the average amount a KODEX 200LONGKOSDAQ150'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 = 0.0787

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Estimated Market Risk

 1.24
  actual daily
11
89% of assets are more volatile

Expected Return

 0.1
  actual daily
1
99% of assets have higher returns

Risk-Adjusted Return

 0.08
  actual daily
6
94% of assets perform better
Based on monthly moving average KODEX 200LONGKOSDAQ150 is performing at about 6% 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 KODEX 200LONGKOSDAQ150 by adding it to a well-diversified portfolio.