KBSTAR 200TR (Korea) Performance
| 361580 Etf | 19,830 75.00 0.38% |
The entity secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KBSTAR 200TR's returns are expected to increase less than the market. However, during the bear market, the loss of holding KBSTAR 200TR is expected to be smaller as well.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in KBSTAR 200TR are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, KBSTAR 200TR may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
KBSTAR |
KBSTAR 200TR Relative Risk vs. Return Landscape
If you would invest 1,785,500 in KBSTAR 200TR on December 22, 2024 and sell it today you would earn a total of 197,500 from holding KBSTAR 200TR or generate 11.06% return on investment over 90 days. KBSTAR 200TR is generating 0.1894% of daily returns and assumes 1.0255% volatility on return distribution over the 90 days horizon. Simply put, 9% of etfs are less volatile than KBSTAR, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
KBSTAR 200TR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KBSTAR 200TR's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as KBSTAR 200TR, and traders can use it to determine the average amount a KBSTAR 200TR'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 = 0.1847
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | 361580 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.03 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.19 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average KBSTAR 200TR is performing at about 14% 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 KBSTAR 200TR by adding it to a well-diversified portfolio.