VanEck Vectors (Germany) Performance

MOGB Etf   7.21  0.06  0.83%   
The entity has a beta of 0.0547, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VanEck Vectors' returns are expected to increase less than the market. However, during the bear market, the loss of holding VanEck Vectors 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 VanEck Vectors Morningstar are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively unsteady basic indicators, VanEck Vectors unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
JavaScript chart by amCharts 3.21.15Dec2025Feb -50510
JavaScript chart by amCharts 3.21.15VanEck Vectors Morni VanEck Vectors Morni Dividend Benchmark Dow Jones Industrial
  

VanEck Vectors Relative Risk vs. Return Landscape

If you would invest  638.00  in VanEck Vectors Morningstar on November 18, 2024 and sell it today you would earn a total of  83.00  from holding VanEck Vectors Morningstar or generate 13.01% return on investment over 90 days. VanEck Vectors Morningstar is generating 0.2206% of daily returns and assumes 2.0215% volatility on return distribution over the 90 days horizon. Simply put, 18% of etfs are less volatile than VanEck, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
JavaScript chart by amCharts 3.21.15CashMarketMOGB 0.00.51.01.52.0 -0.050.000.050.100.150.200.25
       Risk  
Assuming the 90 days trading horizon VanEck Vectors is expected to generate 2.84 times more return on investment than the market. However, the company is 2.84 times more volatile than its market benchmark. It trades about 0.11 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.06 per unit of risk.

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 = 0.1091

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Estimated Market Risk

 2.02
  actual daily
18
82% of assets are more volatile

Expected Return

 0.22
  actual daily
4
96% of assets have higher returns

Risk-Adjusted Return

 0.11
  actual daily
8
92% of assets perform better
Based on monthly moving average VanEck Vectors is performing at about 8% 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 VanEck Vectors by adding it to a well-diversified portfolio.

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