Xtrackers FTSE (Germany) Performance
| DBX9 Etf | 29.45 0.25 0.86% |
The entity maintains a market beta of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xtrackers FTSE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xtrackers FTSE is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Xtrackers FTSE are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile basic indicators, Xtrackers FTSE exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
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Xtrackers FTSE Relative Risk vs. Return Landscape
If you would invest 2,428 in Xtrackers FTSE on September 3, 2024 and sell it today you would earn a total of 517.00 from holding Xtrackers FTSE or generate 21.29% return on investment over 90 days. Xtrackers FTSE is generating 0.337% of daily returns and assumes 2.8653% volatility on return distribution over the 90 days horizon. Simply put, 25% of etfs are less volatile than Xtrackers, and 94% 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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Xtrackers FTSE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers FTSE's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Xtrackers FTSE, and traders can use it to determine the average amount a Xtrackers FTSE'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 = 0.1176
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Estimated Market Risk
| 2.87 actual daily | 25 75% of assets are more volatile |
Expected Return
| 0.34 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Xtrackers FTSE is performing at about 9% 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 Xtrackers FTSE by adding it to a well-diversified portfolio.