KODEX 200LONGKOSDAQ150 (Korea) Performance
| 360140 Etf | 9,700 20.00 0.21% |
The etf secures a Beta (Market Risk) of -0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KODEX 200LONGKOSDAQ150 are expected to decrease at a much lower rate. During the bear market, KODEX 200LONGKOSDAQ150 is likely to outperform the market.
Risk-Adjusted Performance
Modest
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in KODEX 200LONGKOSDAQ150SHORT Futures are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, KODEX 200LONGKOSDAQ150 may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
KODEX |
KODEX 200LONGKOSDAQ150 Relative Risk vs. Return Landscape
If you would invest 915,000 in KODEX 200LONGKOSDAQ150SHORT Futures on December 28, 2024 and sell it today you would earn a total of 55,000 from holding KODEX 200LONGKOSDAQ150SHORT Futures or generate 6.01% return on investment over 90 days. KODEX 200LONGKOSDAQ150SHORT Futures is generating 0.1081% of daily returns and assumes 1.0746% volatility on return distribution over the 90 days horizon. Simply put, 9% of etfs are less volatile than KODEX, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
KODEX 200LONGKOSDAQ150 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KODEX 200LONGKOSDAQ150's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as KODEX 200LONGKOSDAQ150SHORT Futures, and traders can use it to determine the average amount a KODEX 200LONGKOSDAQ150'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 = 0.1006
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| Cash | 360140 | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.07 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average KODEX 200LONGKOSDAQ150 is performing at about 7% 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 KODEX 200LONGKOSDAQ150 by adding it to a well-diversified portfolio.