Ljim Etf Performance
| LJIM Etf | 28.52 0.04 0.14% |
The etf secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LJIM's returns are expected to increase less than the market. However, during the bear market, the loss of holding LJIM is expected to be smaller as well.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days LJIM has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy forward indicators, LJIM is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
LJIM |
LJIM Relative Risk vs. Return Landscape
If you would invest 2,852 in LJIM on October 7, 2024 and sell it today you would earn a total of 0.00 from holding LJIM or generate 0.0% return on investment over 90 days. LJIM is currently does not generate positive expected returns and assumes 0.0% risk (volatility on return distribution) over the 90 days horizon. In different words, 0% of etfs are less volatile than LJIM, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
LJIM Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for LJIM's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as LJIM, and traders can use it to determine the average amount a LJIM'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 = 0.0
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Based on monthly moving average LJIM 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 LJIM by adding LJIM to a well-diversified portfolio.
| LJIM is not yet fully synchronised with the market data |