KBSTAR 200TR (Korea) Performance
| 361580 Etf | 18,360 15.00 0.08% |
The entity secures a Beta (Market Risk) of -0.0451, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KBSTAR 200TR are expected to decrease at a much lower rate. During the bear market, KBSTAR 200TR is likely to outperform the market.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days KBSTAR 200TR has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Etf's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the ETF investors. ...more
KBSTAR |
KBSTAR 200TR Relative Risk vs. Return Landscape
If you would invest 1,996,500 in KBSTAR 200TR on August 30, 2024 and sell it today you would lose (160,500) from holding KBSTAR 200TR or give up 8.04% of portfolio value over 90 days. KBSTAR 200TR is generating negative expected returns and assumes 1.1761% volatility on return distribution over the 90 days horizon. Simply put, 10% of etfs are less volatile than KBSTAR, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
KBSTAR 200TR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KBSTAR 200TR's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as KBSTAR 200TR, and traders can use it to determine the average amount a KBSTAR 200TR'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 = -0.1149
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 361580 |
Estimated Market Risk
| 1.18 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average KBSTAR 200TR 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 KBSTAR 200TR by adding KBSTAR 200TR to a well-diversified portfolio.
| KBSTAR 200TR generated a negative expected return over the last 90 days |