WisdomTree (Germany) Performance
| US9L Etf | 117.99 0.05 0.04% |
The entity maintains a market beta of 0.0546, which attests to not very significant fluctuations relative to the market. As returns on the market increase, WisdomTree's returns are expected to increase less than the market. However, during the bear market, the loss of holding WisdomTree is expected to be smaller as well.
Risk-Adjusted Performance
12 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree SP 500 are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, WisdomTree reported solid returns over the last few months and may actually be approaching a breakup point. ...more
WisdomTree |
WisdomTree Relative Risk vs. Return Landscape
If you would invest 9,515 in WisdomTree SP 500 on September 20, 2024 and sell it today you would earn a total of 2,284 from holding WisdomTree SP 500 or generate 24.0% return on investment over 90 days. WisdomTree SP 500 is generating 0.3656% of daily returns assuming 2.2174% volatility of returns over the 90 days investment horizon. Simply put, 19% of all etfs have less volatile historical return distribution than WisdomTree, and 93% 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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WisdomTree Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as WisdomTree SP 500, and traders can use it to determine the average amount a WisdomTree'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 = 0.1649
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 2.22 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.37 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average WisdomTree is performing at about 12% 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 WisdomTree by adding it to a well-diversified portfolio.