Ossiam ESG (Germany) Performance
| 5HEU Etf | 95.82 0.34 0.36% |
The etf holds a Beta of 0.0906, which implies not very significant fluctuations relative to the market. As returns on the market increase, Ossiam ESG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ossiam ESG is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Ossiam ESG Shiller has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile performance, the Etf's basic indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for the fund shareholders. ...more
Ossiam |
Ossiam ESG Relative Risk vs. Return Landscape
If you would invest 10,632 in Ossiam ESG Shiller on September 27, 2024 and sell it today you would lose (1,050) from holding Ossiam ESG Shiller or give up 9.88% of portfolio value over 90 days. Ossiam ESG Shiller is generating negative expected returns and assumes 0.6646% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than Ossiam, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Ossiam ESG Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ossiam ESG's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Ossiam ESG Shiller, and traders can use it to determine the average amount a Ossiam ESG'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 = -0.2448
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| Negative Returns | 5HEU |
Estimated Market Risk
| 0.66 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.24 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Ossiam ESG 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 Ossiam ESG by adding Ossiam ESG to a well-diversified portfolio.
| Ossiam ESG Shiller generated a negative expected return over the last 90 days |