KBSTAR TDF2050 (Korea) Performance
| 442570 Etf | 13,305 20.00 0.15% |
The entity secures a Beta (Market Risk) of 0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KBSTAR TDF2050's returns are expected to increase less than the market. However, during the bear market, the loss of holding KBSTAR TDF2050 is expected to be smaller as well.
Risk-Adjusted Performance
20 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in KBSTAR TDF2050 Active are ranked lower than 20 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, KBSTAR TDF2050 may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
KBSTAR |
KBSTAR TDF2050 Relative Risk vs. Return Landscape
If you would invest 1,212,000 in KBSTAR TDF2050 Active on September 12, 2024 and sell it today you would earn a total of 118,500 from holding KBSTAR TDF2050 Active or generate 9.78% return on investment over 90 days. KBSTAR TDF2050 Active is generating 0.1629% of daily returns and assumes 0.6309% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than KBSTAR, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
KBSTAR TDF2050 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KBSTAR TDF2050's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as KBSTAR TDF2050 Active, and traders can use it to determine the average amount a KBSTAR TDF2050'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 = 0.2582
| Best Portfolio | Best Equity | |||
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| Average Returns | ||||
| Small Returns | 442570 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.63 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.26 actual daily | 20 80% of assets perform better |
Based on monthly moving average KBSTAR TDF2050 is performing at about 20% 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 KBSTAR TDF2050 by adding it to a well-diversified portfolio.