International Drawdown Managed Etf Performance
| IDME Etf | USD 21.26 0.19 0.89% |
The etf retains a Market Volatility (i.e., Beta) of 0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, International Drawdown's returns are expected to increase less than the market. However, during the bear market, the loss of holding International Drawdown 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 International Drawdown Managed are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound primary indicators, International Drawdown is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| In Threey Sharp Ratio | -0.23 |
International |
International Drawdown Relative Risk vs. Return Landscape
If you would invest 2,010 in International Drawdown Managed on December 28, 2024 and sell it today you would earn a total of 116.00 from holding International Drawdown Managed or generate 5.77% return on investment over 90 days. International Drawdown Managed is currently generating 0.0963% in daily expected returns and assumes 0.7421% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than International, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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International Drawdown Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Drawdown's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as International Drawdown Managed, and traders can use it to determine the average amount a International Drawdown'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 = 0.1297
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Estimated Market Risk
| 0.74 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.1 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average International Drawdown is performing at about 10% 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 International Drawdown by adding it to a well-diversified portfolio.
International Drawdown Fundamentals Growth
International Etf prices reflect investors' perceptions of the future prospects and financial health of International Drawdown, and International Drawdown fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on International Etf performance.
| Total Asset | 118.27 M | |||
About International Drawdown Performance
By analyzing International Drawdown's fundamental ratios, stakeholders can gain valuable insights into International Drawdown's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if International Drawdown has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if International Drawdown has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The fund is an actively managed ETF that seeks to achieve its objective principally by investing in a portfolio of other ETFs that invest in equity securities of non-U.S. companies in developed and emerging markets throughout the world, while purchasing andor writing exchange-listed call or put options on one or more broad-based indexes or ETFs that track the performance of equity markets outside of the United States to limit downside risk, create additional equity exposure, andor generate premiums from writing call options on the funds equity investments. International Drawdown is traded on BATS Exchange in the United States.| The fund retains 96.95% of its assets under management (AUM) in equities |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in International Drawdown Managed. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in population. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
The market value of International Drawdown is measured differently than its book value, which is the value of International that is recorded on the company's balance sheet. Investors also form their own opinion of International Drawdown's value that differs from its market value or its book value, called intrinsic value, which is International Drawdown's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because International Drawdown's market value can be influenced by many factors that don't directly affect International Drawdown's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between International Drawdown's value and its price as these two are different measures arrived at by different means. Investors typically determine if International Drawdown is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, International Drawdown's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.