Investo Bloomberg (Brazil) Performance
| USDB11 Etf | 118.98 8.08 7.29% |
The etf retains a Market Volatility (i.e., Beta) of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Investo Bloomberg's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investo Bloomberg 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 Investo Bloomberg Us are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak fundamental indicators, Investo Bloomberg may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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Investo Bloomberg Relative Risk vs. Return Landscape
If you would invest 10,650 in Investo Bloomberg Us on September 3, 2024 and sell it today you would earn a total of 1,248 from holding Investo Bloomberg Us or generate 11.72% return on investment over 90 days. Investo Bloomberg Us is generating 0.1828% of daily returns and assumes 1.192% volatility on return distribution over the 90 days horizon. Simply put, 10% of etfs are less volatile than Investo, and 97% 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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Investo Bloomberg Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investo Bloomberg's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Investo Bloomberg Us, and traders can use it to determine the average amount a Investo Bloomberg'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 = 0.1534
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Estimated Market Risk
| 1.19 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 12 88% of assets perform better |
Based on monthly moving average Investo Bloomberg 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 Investo Bloomberg by adding it to a well-diversified portfolio.