HANetf INQQIndiaInterne (Germany) Performance
| INQQ Etf | 9.95 0.16 1.63% |
The entity retains a Market Volatility (i.e., Beta) of 0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HANetf INQQIndiaInterne's returns are expected to increase less than the market. However, during the bear market, the loss of holding HANetf INQQIndiaInterne 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 HANetf INQQIndiaInternetEcommESGSETFAcc are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile basic indicators, HANetf INQQIndiaInterne may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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HANetf INQQIndiaInterne Relative Risk vs. Return Landscape
If you would invest 933.00 in HANetf INQQIndiaInternetEcommESGSETFAcc on September 24, 2024 and sell it today you would earn a total of 62.00 from holding HANetf INQQIndiaInternetEcommESGSETFAcc or generate 6.65% return on investment over 90 days. HANetf INQQIndiaInternetEcommESGSETFAcc is generating 0.1045% of daily returns and assumes 1.0593% volatility on return distribution over the 90 days horizon. Simply put, 9% of etfs are less volatile than HANetf, and 98% 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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HANetf INQQIndiaInterne Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HANetf INQQIndiaInterne's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as HANetf INQQIndiaInternetEcommESGSETFAcc, and traders can use it to determine the average amount a HANetf INQQIndiaInterne'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 = 0.0987
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Estimated Market Risk
| 1.06 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average HANetf INQQIndiaInterne is performing at about 7% 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 HANetf INQQIndiaInterne by adding it to a well-diversified portfolio.