HANetf ICAV (Germany) Performance

ASWC Etf   11.55  0.01  0.09%   
The entity retains a Market Volatility (i.e., Beta) of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HANetf ICAV's returns are expected to increase less than the market. However, during the bear market, the loss of holding HANetf ICAV is expected to be smaller as well.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in HANetf ICAV are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile fundamental indicators, HANetf ICAV may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
  

HANetf ICAV Relative Risk vs. Return Landscape

If you would invest  1,023  in HANetf ICAV on September 25, 2024 and sell it today you would earn a total of  132.00  from holding HANetf ICAV or generate 12.9% return on investment over 90 days. HANetf ICAV is generating 0.194% of daily returns and assumes 1.2108% volatility on return distribution over the 90 days horizon. Simply put, 10% of etfs are less volatile than HANetf, and 97% 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 HANetf ICAV is expected to generate 1.5 times more return on investment than the market. However, the company is 1.5 times more volatile than its market benchmark. It trades about 0.16 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.07 per unit of risk.

HANetf ICAV Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for HANetf ICAV's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as HANetf ICAV , and traders can use it to determine the average amount a HANetf ICAV'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 = 0.1603

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Estimated Market Risk

 1.21
  actual daily
10
90% of assets are more volatile

Expected Return

 0.19
  actual daily
3
97% of assets have higher returns

Risk-Adjusted Return

 0.16
  actual daily
12
88% of assets perform better
Based on monthly moving average HANetf ICAV is performing at about 12% 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 HANetf ICAV by adding it to a well-diversified portfolio.