WisdomTree WTI (Germany) Performance
| OD7F Etf | 9.19 0.05 0.54% |
The entity maintains a market beta of -0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning WisdomTree WTI are expected to decrease at a much lower rate. During the bear market, WisdomTree WTI is likely to outperform the market.
Risk-Adjusted Performance
5 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree WTI Crude are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile technical and fundamental indicators, WisdomTree WTI may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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WisdomTree WTI Relative Risk vs. Return Landscape
If you would invest 851.00 in WisdomTree WTI Crude on September 21, 2024 and sell it today you would earn a total of 68.00 from holding WisdomTree WTI Crude or generate 7.99% return on investment over 90 days. WisdomTree WTI Crude is generating 0.136% of daily returns and assumes 1.8871% volatility on return distribution over the 90 days horizon. Simply put, 16% of etfs are less volatile than WisdomTree, 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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WisdomTree WTI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree WTI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as WisdomTree WTI Crude, and traders can use it to determine the average amount a WisdomTree WTI'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 = 0.0721
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Estimated Market Risk
| 1.89 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.14 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average WisdomTree WTI is performing at about 5% 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 WisdomTree WTI by adding it to a well-diversified portfolio.