Investo Etf (Brazil) Performance
| FOOD11 Etf | 84.67 0.39 0.46% |
The etf retains a Market Volatility (i.e., Beta) of -0.0341, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Investo Etf are expected to decrease at a much lower rate. During the bear market, Investo Etf is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Investo Etf Global has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Investo Etf is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Investo |
Investo Etf Relative Risk vs. Return Landscape
If you would invest 8,658 in Investo Etf Global on December 25, 2024 and sell it today you would lose (191.00) from holding Investo Etf Global or give up 2.21% of portfolio value over 90 days. Investo Etf Global is generating negative expected returns and assumes 0.9619% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than Investo, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Investo Etf Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investo Etf's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Investo Etf Global, and traders can use it to determine the average amount a Investo Etf'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 = -0.0346
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FOOD11 |
Estimated Market Risk
| 0.96 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Investo Etf 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 Investo Etf by adding Investo Etf to a well-diversified portfolio.
| Investo Etf Global generated a negative expected return over the last 90 days |