WisdomTree Physical (Germany) Performance
| VZLC Etf | 26.16 0.16 0.62% |
The entity maintains a market beta of 0.0927, which attests to not very significant fluctuations relative to the market. As returns on the market increase, WisdomTree Physical's returns are expected to increase less than the market. However, during the bear market, the loss of holding WisdomTree Physical is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days WisdomTree Physical Silver has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable essential indicators, WisdomTree Physical is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
WisdomTree |
WisdomTree Physical Relative Risk vs. Return Landscape
If you would invest 2,632 in WisdomTree Physical Silver on September 27, 2024 and sell it today you would lose (16.00) from holding WisdomTree Physical Silver or give up 0.61% of portfolio value over 90 days. WisdomTree Physical Silver is generating 0.0066% of daily returns assuming 1.8189% volatility of returns over the 90 days investment horizon. Simply put, 16% of all etfs have less volatile historical return distribution than WisdomTree Physical, and 99% 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 Physical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree Physical's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as WisdomTree Physical Silver, and traders can use it to determine the average amount a WisdomTree Physical'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 = 0.0036
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Estimated Market Risk
| 1.82 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average WisdomTree Physical 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 WisdomTree Physical by adding WisdomTree Physical to a well-diversified portfolio.