KBSTAR TDF2050 (Korea) Performance
| 442570 Etf | 13,525 55.00 0.41% |
The entity secures a Beta (Market Risk) of -0.0624, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KBSTAR TDF2050 are expected to decrease at a much lower rate. During the bear market, KBSTAR TDF2050 is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days KBSTAR TDF2050 Active has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, KBSTAR TDF2050 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
KBSTAR |
KBSTAR TDF2050 Relative Risk vs. Return Landscape
If you would invest 1,353,500 in KBSTAR TDF2050 Active on December 25, 2024 and sell it today you would lose (1,000.00) from holding KBSTAR TDF2050 Active or give up 0.07% of portfolio value over 90 days. KBSTAR TDF2050 Active is generating 2.0E-4% of daily returns and assumes 0.5466% volatility on return distribution over the 90 days horizon. Simply put, 4% of etfs are less volatile than KBSTAR, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
KBSTAR TDF2050 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KBSTAR TDF2050's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as KBSTAR TDF2050 Active, and traders can use it to determine the average amount a KBSTAR TDF2050'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 = 3.0E-4
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| Negative Returns | 442570 |
Estimated Market Risk
| 0.55 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average KBSTAR TDF2050 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 KBSTAR TDF2050 by adding KBSTAR TDF2050 to a well-diversified portfolio.