Investo Ftse (Brazil) Performance
| WRLD11 Etf | 122.86 2.76 2.30% |
The etf retains a Market Volatility (i.e., Beta) of 0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Investo Ftse's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investo Ftse is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Investo Ftse Global has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Etf's essential indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the ETF investors. ...more
Investo |
Investo Ftse Relative Risk vs. Return Landscape
If you would invest 13,232 in Investo Ftse Global on December 25, 2024 and sell it today you would lose (946.00) from holding Investo Ftse Global or give up 7.15% of portfolio value over 90 days. Investo Ftse Global is generating negative expected returns and assumes 0.9763% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than Investo, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Investo Ftse Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investo Ftse's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Investo Ftse Global, and traders can use it to determine the average amount a Investo Ftse'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 = -0.1239
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | WRLD11 |
Estimated Market Risk
| 0.98 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Investo Ftse 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 Investo Ftse by adding Investo Ftse to a well-diversified portfolio.
| Investo Ftse Global generated a negative expected return over the last 90 days |