VanEck Vectors (Germany) Performance
| MOGB Etf | 6.33 0.09 1.44% |
The entity has a beta of -0.0115, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning VanEck Vectors are expected to decrease at a much lower rate. During the bear market, VanEck Vectors is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days VanEck Vectors Morningstar has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, VanEck Vectors is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
VanEck |
VanEck Vectors Relative Risk vs. Return Landscape
If you would invest 662.00 in VanEck Vectors Morningstar on September 27, 2024 and sell it today you would lose (29.00) from holding VanEck Vectors Morningstar or give up 4.38% of portfolio value over 90 days. VanEck Vectors Morningstar is generating negative expected returns and assumes 2.6607% volatility on return distribution over the 90 days horizon. Simply put, 23% of etfs are less volatile than VanEck, and 99% 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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VanEck Vectors Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VanEck Vectors' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as VanEck Vectors Morningstar, and traders can use it to determine the average amount a VanEck Vectors' 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 = -0.0137
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| Negative Returns | MOGB |
Estimated Market Risk
| 2.66 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average VanEck Vectors 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 VanEck Vectors by adding VanEck Vectors to a well-diversified portfolio.
| VanEck Vectors Morni generated a negative expected return over the last 90 days |