SPBVL Peru (Peru) Performance
| SPBLPGPT | 29,779 137.70 0.46% |
The entity owns a Beta (Systematic Risk) of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and SPBVL Peru are completely uncorrelated.
SPBVL Peru Relative Risk vs. Return Landscape
If you would invest 2,872,112 in SPBVL Peru General on August 30, 2024 and sell it today you would earn a total of 119,561 from holding SPBVL Peru General or generate 4.16% return on investment over 90 days. SPBVL Peru General is generating 0.07% of daily returns and assumes 0.7993% volatility on return distribution over the 90 days horizon. Simply put, 7% of indexs are less volatile than SPBVL, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SPBVL Peru Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPBVL Peru's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as SPBVL Peru General, and traders can use it to determine the average amount a SPBVL Peru'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 = 0.0876
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Estimated Market Risk
| 0.8 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average SPBVL Peru is performing at about 6% 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 SPBVL Peru by adding it to a well-diversified portfolio.