Lyxor 1 (Germany) Performance
| E908 Etf | 27.29 0.22 0.80% |
The etf secures a Beta (Market Risk) of 0.0439, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor 1's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor 1 is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Lyxor 1 TecDAX are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady basic indicators, Lyxor 1 may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
Lyxor |
Lyxor 1 Relative Risk vs. Return Landscape
If you would invest 2,498 in Lyxor 1 TecDAX on December 22, 2024 and sell it today you would earn a total of 231.00 from holding Lyxor 1 TecDAX or generate 9.25% return on investment over 90 days. Lyxor 1 TecDAX is generating 0.1508% of daily returns and assumes 1.0801% volatility on return distribution over the 90 days horizon. Simply put, 9% of etfs are less volatile than Lyxor, and 97% 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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Lyxor 1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor 1's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor 1 TecDAX, and traders can use it to determine the average amount a Lyxor 1'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 = 0.1397
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Estimated Market Risk
| 1.08 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.15 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average Lyxor 1 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 Lyxor 1 by adding it to a well-diversified portfolio.