Us Treasury 3 Etf Performance
| UTRE Etf | 48.96 0.05 0.10% |
The entity owns a Beta (Systematic Risk) of 0.0212, which indicates not very significant fluctuations relative to the market. As returns on the market increase, US Treasury's returns are expected to increase less than the market. However, during the bear market, the loss of holding US Treasury is expected to be smaller as well.
Risk-Adjusted Performance
3 of 100
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in US Treasury 3 are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, US Treasury is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
UTRE |
US Treasury Relative Risk vs. Return Landscape
If you would invest 4,879 in US Treasury 3 on October 27, 2024 and sell it today you would earn a total of 17.00 from holding US Treasury 3 or generate 0.35% return on investment over 90 days. US Treasury 3 is currently generating 0.0059% in daily expected returns and assumes 0.1386% risk (volatility on return distribution) over the 90 days horizon. In different words, 1% of etfs are less volatile than UTRE, 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 |
US Treasury Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for US Treasury's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as US Treasury 3, and traders can use it to determine the average amount a US Treasury'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 = 0.0425
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| Negative Returns | UTRE |
Estimated Market Risk
| 0.14 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average US Treasury is performing at about 3% 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 US Treasury by adding it to a well-diversified portfolio.
About US Treasury Performance
By analyzing US Treasury's fundamental ratios, stakeholders can gain valuable insights into US Treasury's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if US Treasury has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if US Treasury has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.