SSIAM VNX50 (Vietnam) Performance
| FUESSV50 | 20,470 210.00 1.04% |
The entity has a beta of 0.0399, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SSIAM VNX50's returns are expected to increase less than the market. However, during the bear market, the loss of holding SSIAM VNX50 is expected to be smaller as well.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in SSIAM VNX50 ETF are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, SSIAM VNX50 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
SSIAM |
SSIAM VNX50 Relative Risk vs. Return Landscape
If you would invest 1,944,000 in SSIAM VNX50 ETF on December 2, 2024 and sell it today you would earn a total of 103,000 from holding SSIAM VNX50 ETF or generate 5.3% return on investment over 90 days. SSIAM VNX50 ETF is generating 0.089% of daily returns and assumes 0.7764% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than SSIAM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SSIAM VNX50 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SSIAM VNX50's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SSIAM VNX50 ETF, and traders can use it to determine the average amount a SSIAM VNX50'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 = 0.1147
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Estimated Market Risk
| 0.78 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 9 91% of assets perform better |
Based on monthly moving average SSIAM VNX50 is performing at about 9% 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 SSIAM VNX50 by adding it to a well-diversified portfolio.