VanEck 1 (Australia) Performance
| 1GOV Etf | 51.00 0.09 0.18% |
The entity has a beta of 0.0048, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VanEck 1's returns are expected to increase less than the market. However, during the bear market, the loss of holding VanEck 1 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days VanEck 1 5 Year has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, VanEck 1 is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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VanEck 1 Relative Risk vs. Return Landscape
If you would invest 5,097 in VanEck 1 5 Year on September 5, 2024 and sell it today you would earn a total of 3.00 from holding VanEck 1 5 Year or generate 0.06% return on investment over 90 days. VanEck 1 5 Year is generating 0.0012% of daily returns and assumes 0.2121% volatility on return distribution over the 90 days horizon. Simply put, 1% of etfs are less volatile than VanEck, 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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VanEck 1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VanEck 1's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as VanEck 1 5 Year, and traders can use it to determine the average amount a VanEck 1'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 = 0.0055
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| Negative Returns | 1GOV |
Estimated Market Risk
| 0.21 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average VanEck 1 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 VanEck 1 by adding VanEck 1 to a well-diversified portfolio.
About VanEck 1 Performance
Assessing VanEck 1's fundamental ratios provides investors with valuable insights into VanEck 1's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the VanEck 1 is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.