UBS PF (Switzerland) Performance
| ANFO Etf | CHF 93.40 0.80 0.86% |
The entity has a beta of -0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning UBS PF are expected to decrease at a much lower rate. During the bear market, UBS PF is likely to outperform the market.
Risk-Adjusted Performance
11 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in UBS PF Swiss are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of fairly weak basic indicators, UBS PF may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
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UBS PF Relative Risk vs. Return Landscape
If you would invest 8,633 in UBS PF Swiss on September 1, 2024 and sell it today you would earn a total of 707.00 from holding UBS PF Swiss or generate 8.19% return on investment over 90 days. UBS PF Swiss is generating 0.1228% of daily returns and assumes 0.8384% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than UBS, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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UBS PF Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS PF's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as UBS PF Swiss, and traders can use it to determine the average amount a UBS PF'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 = 0.1465
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Estimated Market Risk
| 0.84 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average UBS PF is performing at about 11% 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 UBS PF by adding it to a well-diversified portfolio.
About UBS PF Performance
Evaluating UBS PF's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if UBS PF has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if UBS PF has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.