VanEck IBoxx (Switzerland) Performance
| TGBT Etf | 11.73 0.00 0.00% |
The entity has a beta of 0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VanEck IBoxx's returns are expected to increase less than the market. However, during the bear market, the loss of holding VanEck IBoxx is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days VanEck iBoxx EUR has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, VanEck IBoxx is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
VanEck |
VanEck IBoxx Relative Risk vs. Return Landscape
If you would invest 1,235 in VanEck iBoxx EUR on December 22, 2024 and sell it today you would lose (62.00) from holding VanEck iBoxx EUR or give up 5.02% of portfolio value over 90 days. VanEck iBoxx EUR is generating negative expected returns and assumes 0.8348% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than VanEck, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
VanEck IBoxx Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VanEck IBoxx's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as VanEck iBoxx EUR, and traders can use it to determine the average amount a VanEck IBoxx'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 = -0.0952
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| Negative Returns | TGBT |
Estimated Market Risk
| 0.83 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average VanEck IBoxx 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 IBoxx by adding VanEck IBoxx to a well-diversified portfolio.
| VanEck iBoxx EUR generated a negative expected return over the last 90 days |