HANetf II (Germany) Performance
| PTAM Etf | 7.24 0.01 0.14% |
The entity retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and HANetf II are completely uncorrelated.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days HANetf II ICAV has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound primary indicators, HANetf II is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
HANetf |
HANetf II Relative Risk vs. Return Landscape
If you would invest 742.00 in HANetf II ICAV on December 16, 2024 and sell it today you would lose (18.00) from holding HANetf II ICAV or give up 2.43% of portfolio value over 90 days. HANetf II ICAV is generating negative expected returns and assumes 0.6023% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than HANetf, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
HANetf II Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HANetf II's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as HANetf II ICAV, and traders can use it to determine the average amount a HANetf II'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 = -0.0638
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | PTAM |
Estimated Market Risk
| 0.6 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average HANetf II 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 HANetf II by adding HANetf II to a well-diversified portfolio.
| HANetf II ICAV generated a negative expected return over the last 90 days |