WisdomTree Brent (UK) Performance
| 3BRL Etf | 28.18 0.99 3.64% |
The entity maintains a market beta of 0.67, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, WisdomTree Brent's returns are expected to increase less than the market. However, during the bear market, the loss of holding WisdomTree Brent is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days WisdomTree Brent Crude has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, WisdomTree Brent is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| In Threey Sharp Ratio | 0.07 |
WisdomTree |
WisdomTree Brent Relative Risk vs. Return Landscape
If you would invest 2,851 in WisdomTree Brent Crude on December 25, 2024 and sell it today you would lose (33.00) from holding WisdomTree Brent Crude or give up 1.16% of portfolio value over 90 days. WisdomTree Brent Crude is generating 0.0428% of daily returns and assumes 3.5366% volatility on return distribution over the 90 days horizon. Simply put, 31% of etfs are less volatile than WisdomTree, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
WisdomTree Brent Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree Brent's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as WisdomTree Brent Crude, and traders can use it to determine the average amount a WisdomTree Brent'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 = 0.0121
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| Negative Returns | 3BRL |
Estimated Market Risk
| 3.54 actual daily | 31 69% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average WisdomTree Brent 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 WisdomTree Brent by adding WisdomTree Brent to a well-diversified portfolio.
About WisdomTree Brent Performance
Assessing WisdomTree Brent's fundamental ratios provides investors with valuable insights into WisdomTree Brent's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the WisdomTree Brent is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
WisdomTree Brent is entity of United Kingdom. It is traded as Etf on LSE exchange.| WisdomTree Brent had very high historical volatility over the last 90 days | |
| The fund generated three year return of -22.0% |
Other Information on Investing in WisdomTree Etf
WisdomTree Brent financial ratios help investors to determine whether WisdomTree Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in WisdomTree with respect to the benefits of owning WisdomTree Brent security.