VanEck Oil (Switzerland) Performance

OIH Etf   18.37  0.29  1.55%   
The entity has a beta of -0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning VanEck Oil are expected to decrease at a much lower rate. During the bear market, VanEck Oil is likely to outperform the market.

Risk-Adjusted Performance

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Over the last 90 days VanEck Oil Services has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest abnormal performance, the Etf's technical indicators remain stable and the latest fuss on Wall Street may also be a sign of long-term gains for the fund sophisticated investors. ...more
  

VanEck Oil Relative Risk vs. Return Landscape

If you would invest  2,027  in VanEck Oil Services on December 4, 2024 and sell it today you would lose (190.00) from holding VanEck Oil Services or give up 9.37% of portfolio value over 90 days. VanEck Oil Services is producing return of less than zero assuming 1.3247% volatility of returns over the 90 days investment horizon. Simply put, 11% of all etfs have less volatile historical return distribution than VanEck Oil, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon VanEck Oil is expected to under-perform the market. In addition to that, the company is 1.71 times more volatile than its market benchmark. It trades about -0.12 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.09 per unit of volatility.

VanEck Oil Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for VanEck Oil's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as VanEck Oil Services, and traders can use it to determine the average amount a VanEck Oil'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 = -0.1215

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Negative ReturnsOIH

Estimated Market Risk

 1.32
  actual daily
11
89% of assets are more volatile

Expected Return

 -0.16
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.12
  actual daily
0
Most of other assets perform better
Based on monthly moving average VanEck Oil 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 Oil by adding VanEck Oil to a well-diversified portfolio.
VanEck Oil Services generated a negative expected return over the last 90 days