VanEck Uranium (Switzerland) Performance

NUCL Etf   25.54  1.21  4.52%   
The entity has a beta of 0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VanEck Uranium's returns are expected to increase less than the market. However, during the bear market, the loss of holding VanEck Uranium is expected to be smaller as well.

Risk-Adjusted Performance

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Over the last 90 days VanEck Uranium and has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of abnormal performance in the last few months, the Etf's basic indicators remain fairly stable which may send shares a bit higher in April 2025. The latest fuss may also be a sign of long-term up-swing for the fund sophisticated investors. ...more
  

VanEck Uranium Relative Risk vs. Return Landscape

If you would invest  3,164  in VanEck Uranium and on December 5, 2024 and sell it today you would lose (610.00) from holding VanEck Uranium and or give up 19.28% of portfolio value over 90 days. VanEck Uranium and is generating negative expected returns and assumes 2.3242% volatility on return distribution over the 90 days horizon. Simply put, 20% of etfs are less volatile than VanEck, 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 VanEck Uranium is expected to under-perform the market. In addition to that, the company is 2.93 times more volatile than its market benchmark. It trades about -0.15 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.1 per unit of volatility.

VanEck Uranium Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for VanEck Uranium's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as VanEck Uranium and, and traders can use it to determine the average amount a VanEck Uranium'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 = -0.147

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Estimated Market Risk

 2.32
  actual daily
20
80% of assets are more volatile

Expected Return

 -0.34
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.15
  actual daily
0
Most of other assets perform better
Based on monthly moving average VanEck Uranium 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 VanEck Uranium by adding VanEck Uranium to a well-diversified portfolio.
VanEck Uranium generated a negative expected return over the last 90 days