Xtrackers MSCI (Switzerland) Performance
| XCNA Etf | 13.97 0.11 0.78% |
The entity maintains a market beta of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xtrackers MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xtrackers MSCI is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Xtrackers MSCI China has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, Xtrackers MSCI is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
Xtrackers |
Xtrackers MSCI Relative Risk vs. Return Landscape
If you would invest 1,423 in Xtrackers MSCI China on December 24, 2024 and sell it today you would lose (26.00) from holding Xtrackers MSCI China or give up 1.83% of portfolio value over 90 days. Xtrackers MSCI China is generating negative expected returns and assumes 1.1575% volatility on return distribution over the 90 days horizon. Simply put, 10% of etfs are less volatile than Xtrackers, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Xtrackers MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Xtrackers MSCI China, and traders can use it to determine the average amount a Xtrackers MSCI'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 = -0.0232
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| Negative Returns | XCNA |
Estimated Market Risk
| 1.16 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Xtrackers MSCI 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 Xtrackers MSCI by adding Xtrackers MSCI to a well-diversified portfolio.
| Xtrackers MSCI China generated a negative expected return over the last 90 days |