Xtrackers FTSE (Germany) Performance
| DBX9 Etf | 28.98 0.18 0.62% |
The entity maintains a market beta of 0.0783, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xtrackers FTSE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xtrackers FTSE is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Xtrackers FTSE has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, Xtrackers FTSE is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Xtrackers |
Xtrackers FTSE Relative Risk vs. Return Landscape
If you would invest 3,034 in Xtrackers FTSE on December 24, 2024 and sell it today you would lose (136.00) from holding Xtrackers FTSE or give up 4.48% of portfolio value over 90 days. Xtrackers FTSE is generating negative expected returns and assumes 0.9944% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than Xtrackers, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Xtrackers FTSE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers FTSE's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Xtrackers FTSE, and traders can use it to determine the average amount a Xtrackers FTSE'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 = -0.0719
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DBX9 |
Estimated Market Risk
| 0.99 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Xtrackers FTSE 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 Xtrackers FTSE by adding Xtrackers FTSE to a well-diversified portfolio.
| Xtrackers FTSE generated a negative expected return over the last 90 days |