UBS Barclays (Germany) Performance
| UEF9 Etf | 14.27 0.04 0.28% |
The entity has a beta of 0.093, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UBS Barclays' returns are expected to increase less than the market. However, during the bear market, the loss of holding UBS Barclays is expected to be smaller as well.
Risk-Adjusted Performance
14 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in UBS Barclays Liquid are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, UBS Barclays is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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UBS Barclays Relative Risk vs. Return Landscape
If you would invest 1,361 in UBS Barclays Liquid on September 3, 2024 and sell it today you would earn a total of 66.00 from holding UBS Barclays Liquid or generate 4.85% return on investment over 90 days. UBS Barclays Liquid is generating 0.0736% of daily returns and assumes 0.3892% volatility on return distribution over the 90 days horizon. Simply put, 3% of etfs are less volatile than UBS, and 99% 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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UBS Barclays Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS Barclays' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as UBS Barclays Liquid, and traders can use it to determine the average amount a UBS Barclays' 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 = 0.1891
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Estimated Market Risk
| 0.39 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 14 86% of assets perform better |
Based on monthly moving average UBS Barclays is performing at about 14% 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 UBS Barclays by adding it to a well-diversified portfolio.