Lyxor UCITS (Germany) Performance
| LYQ2 Etf | 124.97 0.09 0.07% |
The etf secures a Beta (Market Risk) of -0.0012, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lyxor UCITS are expected to decrease at a much lower rate. During the bear market, Lyxor UCITS is likely to outperform the market.
Risk-Adjusted Performance
21 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Lyxor UCITS EuroMTS are ranked lower than 21 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, Lyxor UCITS is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Lyxor |
Lyxor UCITS Relative Risk vs. Return Landscape
If you would invest 12,322 in Lyxor UCITS EuroMTS on September 1, 2024 and sell it today you would earn a total of 175.00 from holding Lyxor UCITS EuroMTS or generate 1.42% return on investment over 90 days. Lyxor UCITS EuroMTS is generating 0.0214% of daily returns and assumes 0.0787% volatility on return distribution over the 90 days horizon. Simply put, 0% of etfs are less volatile than Lyxor, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Lyxor UCITS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor UCITS's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor UCITS EuroMTS, and traders can use it to determine the average amount a Lyxor UCITS'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 = 0.2721
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| LYQ2 |
Based on monthly moving average Lyxor UCITS is performing at about 21% 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 Lyxor UCITS by adding it to a well-diversified portfolio.