475050 (Korea) Performance
| 475050 Etf | 8,205 215.00 2.55% |
The entity owns a Beta (Systematic Risk) of -0.0942, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 475050 are expected to decrease at a much lower rate. During the bear market, 475050 is likely to outperform the market.
Risk-Adjusted Performance
15 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in 475050 are ranked lower than 15 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, 475050 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
475050 |
475050 Relative Risk vs. Return Landscape
If you would invest 631,000 in 475050 on September 24, 2024 and sell it today you would earn a total of 189,500 from holding 475050 or generate 30.03% return on investment over 90 days. 475050 is generating 0.4504% of daily returns and assumes 2.3016% volatility on return distribution over the 90 days horizon. Simply put, 20% of etfs are less volatile than 475050, and 92% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
475050 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 475050's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as 475050, and traders can use it to determine the average amount a 475050'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 = 0.1957
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 2.3 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.45 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.2 actual daily | 15 85% of assets perform better |
Based on monthly moving average 475050 is performing at about 15% 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 475050 by adding it to a well-diversified portfolio.