VanEck Vectors (Germany) Performance
| HY3M Etf | EUR 118.33 0.29 0.25% |
The entity has a beta of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VanEck Vectors' returns are expected to increase less than the market. However, during the bear market, the loss of holding VanEck Vectors is expected to be smaller as well.
Risk-Adjusted Performance
22 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in VanEck Vectors UCITS are ranked lower than 22 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, VanEck Vectors may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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VanEck Vectors Relative Risk vs. Return Landscape
If you would invest 10,857 in VanEck Vectors UCITS on September 15, 2024 and sell it today you would earn a total of 976.00 from holding VanEck Vectors UCITS or generate 8.99% return on investment over 90 days. VanEck Vectors UCITS is generating 0.1336% of daily returns assuming 0.4686% volatility of returns over the 90 days investment horizon. Simply put, 4% of all etfs have less volatile historical return distribution than VanEck Vectors, and 98% 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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VanEck Vectors Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VanEck Vectors' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as VanEck Vectors UCITS, and traders can use it to determine the average amount a VanEck Vectors' 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 = 0.2851
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Estimated Market Risk
| 0.47 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.29 actual daily | 22 78% of assets perform better |
Based on monthly moving average VanEck Vectors is performing at about 22% 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 VanEck Vectors by adding it to a well-diversified portfolio.
About VanEck Vectors Performance
By analyzing VanEck Vectors' fundamental ratios, stakeholders can gain valuable insights into VanEck Vectors' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if VanEck Vectors has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if VanEck Vectors has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.