Deka Deutsche (Germany) Performance

EL4R Etf   90.50  0.20  0.22%   
The etf shows a Beta (market volatility) of 0.0262, which means not very significant fluctuations relative to the market. As returns on the market increase, Deka Deutsche's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deka Deutsche is expected to be smaller as well.

Risk-Adjusted Performance

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Over the last 90 days Deka Deutsche B195182rse has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, Deka Deutsche is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
  

Deka Deutsche Relative Risk vs. Return Landscape

If you would invest  9,049  in Deka Deutsche B195182rse on September 25, 2024 and sell it today you would earn a total of  1.00  from holding Deka Deutsche B195182rse or generate 0.01% return on investment over 90 days. Deka Deutsche B195182rse is generating 3.0E-4% of daily returns and assumes 0.1778% volatility on return distribution over the 90 days horizon. Simply put, 1% of etfs are less volatile than Deka, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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Assuming the 90 days trading horizon Deka Deutsche is expected to generate 134.33 times less return on investment than the market. But when comparing it to its historical volatility, the company is 4.53 times less risky than the market. It trades about 0.0 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.05 of returns per unit of risk over similar time horizon.

Deka Deutsche Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Deka Deutsche's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Deka Deutsche B195182rse, and traders can use it to determine the average amount a Deka Deutsche'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 = 0.0019

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Estimated Market Risk

 0.18
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99% of assets are more volatile

Expected Return

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Most of other assets have higher returns

Risk-Adjusted Return

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Most of other assets perform better
Based on monthly moving average Deka Deutsche 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 Deka Deutsche by adding Deka Deutsche to a well-diversified portfolio.