UBS Fund (Switzerland) Performance
| ACWISD Etf | 169.44 0.18 0.11% |
The entity has a beta of -0.0382, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning UBS Fund are expected to decrease at a much lower rate. During the bear market, UBS Fund is likely to outperform the market.
Risk-Adjusted Performance
11 of 100
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Good
Compared to the overall equity markets, risk-adjusted returns on investments in UBS Fund Solutions are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, UBS Fund is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
UBS |
UBS Fund Relative Risk vs. Return Landscape
If you would invest 16,232 in UBS Fund Solutions on August 30, 2024 and sell it today you would earn a total of 712.00 from holding UBS Fund Solutions or generate 4.39% return on investment over 90 days. UBS Fund Solutions is generating 0.0682% of daily returns and assumes 0.4819% volatility on return distribution over the 90 days horizon. Simply put, 4% of etfs are less volatile than UBS, 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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UBS Fund Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS Fund's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as UBS Fund Solutions, and traders can use it to determine the average amount a UBS Fund'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 = 0.1416
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Estimated Market Risk
| 0.48 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average UBS Fund is performing at about 11% 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 UBS Fund by adding it to a well-diversified portfolio.