Vaneck Ucits (UK) Performance
| OIHV Etf | 20.44 0.11 0.54% |
The entity has a beta of 0.8, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vaneck Ucits' returns are expected to increase less than the market. However, during the bear market, the loss of holding Vaneck Ucits is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Vaneck Ucits Etfs has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unsteady performance, the Etf's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the exchange-traded fund private investors. ...more
Vaneck |
Vaneck Ucits Relative Risk vs. Return Landscape
If you would invest 2,211 in Vaneck Ucits Etfs on September 22, 2024 and sell it today you would lose (167.00) from holding Vaneck Ucits Etfs or give up 7.55% of portfolio value over 90 days. Vaneck Ucits Etfs is generating negative expected returns and assumes 1.7956% volatility on return distribution over the 90 days horizon. Simply put, 15% 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 |
Vaneck Ucits Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vaneck Ucits' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vaneck Ucits Etfs, and traders can use it to determine the average amount a Vaneck Ucits' 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 = -0.0584
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | OIHV |
Estimated Market Risk
| 1.8 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Vaneck Ucits 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 Ucits by adding Vaneck Ucits to a well-diversified portfolio.
| Vaneck Ucits Etfs generated a negative expected return over the last 90 days |