Investo Bluestar (Brazil) Performance
| PEVC11 Etf | 198.58 7.20 3.76% |
The etf 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, Investo Bluestar's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investo Bluestar is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Investo Bluestar Top has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Etf's basic indicators remain somewhat strong which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long term up-swing for the ETF investors. ...more
Investo |
Investo Bluestar Relative Risk vs. Return Landscape
If you would invest 23,818 in Investo Bluestar Top on December 25, 2024 and sell it today you would lose (3,960) from holding Investo Bluestar Top or give up 16.63% of portfolio value over 90 days. Investo Bluestar Top is generating negative expected returns and assumes 2.1173% volatility on return distribution over the 90 days horizon. Simply put, 18% of etfs are less volatile than Investo, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Investo Bluestar Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investo Bluestar's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Investo Bluestar Top, and traders can use it to determine the average amount a Investo Bluestar'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 = -0.1347
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| Negative Returns | PEVC11 |
Estimated Market Risk
| 2.12 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.29 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Investo Bluestar 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 Investo Bluestar by adding Investo Bluestar to a well-diversified portfolio.
| Investo Bluestar Top generated a negative expected return over the last 90 days |