Beta ETF (Poland) Performance
| ETFBNDXPL | 208.00 0.15 0.07% |
The etf shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Beta ETF's returns are expected to increase less than the market. However, during the bear market, the loss of holding Beta ETF is expected to be smaller as well.
Risk-Adjusted Performance
16 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Beta ETF Nasdaq 100 are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. In spite of fairly weak basic indicators, Beta ETF may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
Beta |
Beta ETF Relative Risk vs. Return Landscape
If you would invest 18,584 in Beta ETF Nasdaq 100 on September 16, 2024 and sell it today you would earn a total of 2,216 from holding Beta ETF Nasdaq 100 or generate 11.92% return on investment over 90 days. Beta ETF Nasdaq 100 is generating 0.1798% of daily returns and assumes 0.8544% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than Beta, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Beta ETF Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beta ETF's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Beta ETF Nasdaq 100, and traders can use it to determine the average amount a Beta ETF'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 = 0.2104
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.85 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average Beta ETF is performing at about 16% 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 Beta ETF by adding it to a well-diversified portfolio.