Ft Vest Equity Etf Performance
| XMAY Etf | 31.70 0.00 0.00% |
The etf owns a Beta (Systematic Risk) of 0.26, which means not very significant fluctuations relative to the market. As returns on the market increase, FT Vest's returns are expected to increase less than the market. However, during the bear market, the loss of holding FT Vest is expected to be smaller as well.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in FT Vest Equity are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong basic indicators, FT Vest is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
XMAY |
FT Vest Relative Risk vs. Return Landscape
If you would invest 3,161 in FT Vest Equity on December 21, 2024 and sell it today you would earn a total of 8.70 from holding FT Vest Equity or generate 0.28% return on investment over 90 days. FT Vest Equity is currently generating 0.0051% in daily expected returns and assumes 0.3354% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% of etfs are less volatile than XMAY, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
FT Vest Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FT Vest's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FT Vest Equity, and traders can use it to determine the average amount a FT Vest'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 = 0.0153
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | XMAY |
Estimated Market Risk
| 0.34 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average FT Vest is performing at about 1% 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 FT Vest by adding it to a well-diversified portfolio.
About FT Vest Performance
Evaluating FT Vest's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if FT Vest has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if FT Vest has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
FT Vest is entity of United States. It is traded as Etf on BATS exchange.