Investo Vaneck (Brazil) Performance

NFTS11 Etf   5.63  0.37  7.03%   
The etf retains a Market Volatility (i.e., Beta) of 0.75, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Investo Vaneck's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investo Vaneck is expected to be smaller as well.

Risk-Adjusted Performance

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Over the last 90 days Investo Vaneck Etf has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Etf's basic indicators remain somewhat strong which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long term up-swing for the ETF investors. ...more
  

Investo Vaneck Relative Risk vs. Return Landscape

If you would invest  1,305  in Investo Vaneck Etf on December 1, 2024 and sell it today you would lose (742.00) from holding Investo Vaneck Etf or give up 56.86% of portfolio value over 90 days. Investo Vaneck Etf is generating negative expected returns and assumes 10.4307% volatility on return distribution over the 90 days horizon. Simply put, 93% of etfs are less volatile than Investo, 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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Assuming the 90 days trading horizon Investo Vaneck is expected to under-perform the market. In addition to that, the company is 13.9 times more volatile than its market benchmark. It trades about -0.08 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.04 per unit of volatility.

Investo Vaneck Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Investo Vaneck's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Investo Vaneck Etf, and traders can use it to determine the average amount a Investo Vaneck'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 = -0.0799

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Negative ReturnsNFTS11

Estimated Market Risk

 10.43
  actual daily
93
93% of assets are less volatile

Expected Return

 -0.83
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.08
  actual daily
0
Most of other assets perform better
Based on monthly moving average Investo Vaneck 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 Investo Vaneck by adding Investo Vaneck to a well-diversified portfolio.
Investo Vaneck Etf generated a negative expected return over the last 90 days
Investo Vaneck Etf has high historical volatility and very poor performance