WisdomTree STOXX (Germany) Performance
| 2CAR Etf | 18.50 0.38 2.01% |
The entity maintains a market beta of 0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, WisdomTree STOXX's returns are expected to increase less than the market. However, during the bear market, the loss of holding WisdomTree STOXX is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days WisdomTree STOXX Europe has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fragile performance in the last few months, the Etf's basic indicators remain rather sound which may send shares a bit higher in January 2025. The latest tumult may also be a sign of longer-term up-swing for the fund shareholders. ...more
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WisdomTree STOXX Relative Risk vs. Return Landscape
If you would invest 2,185 in WisdomTree STOXX Europe on September 26, 2024 and sell it today you would lose (335.00) from holding WisdomTree STOXX Europe or give up 15.33% of portfolio value over 90 days. WisdomTree STOXX Europe is generating negative expected returns and assumes 2.4504% volatility on return distribution over the 90 days horizon. Simply put, 21% of etfs are less volatile than WisdomTree, 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 STOXX Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree STOXX's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as WisdomTree STOXX Europe, and traders can use it to determine the average amount a WisdomTree STOXX'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 = -0.0938
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| Negative Returns | 2CAR |
Estimated Market Risk
| 2.45 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average WisdomTree STOXX 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 STOXX by adding WisdomTree STOXX to a well-diversified portfolio.
| WisdomTree STOXX generated a negative expected return over the last 90 days |