Ossiam Lux (Germany) Performance
| BQGE Etf | 127.32 0.74 0.58% |
The etf holds a Beta of 0.13, which implies not very significant fluctuations relative to the market. As returns on the market increase, Ossiam Lux's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ossiam Lux is expected to be smaller as well.
Risk-Adjusted Performance
3 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Ossiam Lux Barclays are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound technical and fundamental indicators, Ossiam Lux is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Ossiam |
Ossiam Lux Relative Risk vs. Return Landscape
If you would invest 12,438 in Ossiam Lux Barclays on September 27, 2024 and sell it today you would earn a total of 294.00 from holding Ossiam Lux Barclays or generate 2.36% return on investment over 90 days. Ossiam Lux Barclays is generating 0.0404% of daily returns and assumes 0.8267% volatility on return distribution over the 90 days horizon. Simply put, 7% 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 Lux Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ossiam Lux's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Ossiam Lux Barclays, and traders can use it to determine the average amount a Ossiam Lux'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 = 0.0489
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Estimated Market Risk
| 0.83 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average Ossiam Lux is performing at about 3% 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 Ossiam Lux by adding it to a well-diversified portfolio.