Wisdomtree Intl Performance

Wisdomtree Intl Dividend Dynamic Currency Hedged -- USA Etf  

USD 25.56  0.53  2.03%

The entity maintains market beta of 0.4325 which attests that as returns on market increase, Wisdomtree Intl returns are expected to increase less than the market. However during bear market, the loss on holding Wisdomtree Intl will be expected to be smaller as well.. Although it is extremely important to respect Wisdomtree Intl Divi historical price patterns, it is better to be realistic regarding the information on equity current price history. The philosophy towards determining future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining Wisdomtree Intl Divi technical indicators you can presently evaluate if the expected return of 0.2311% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Wisdomtree Intl Divi Relative Risk vs. Return Landscape

If you would invest  2,498  in Wisdomtree Intl Dividend Dynamic Currency Hedged on December 22, 2017 and sell it today you would earn a total of  111  from holding Wisdomtree Intl Dividend Dynamic Currency Hedged or generate 4.44% return on investment over 30 days. Wisdomtree Intl Dividend Dynamic Currency Hedged is currenly generating 0.2311% of daily expected returns and assumes 0.6605% risk (volatility on return distribution) over the 30 days horizon. In different words, 6% of equities are less volatile than Wisdomtree Intl Dividend Dynamic Currency Hedged and 96% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Wisdomtree Intl Dividend Dynamic Currency Hedged is expected to generate 1.19 times less return on investment than the market. In addition to that, the company is 1.45 times more volatile than its market benchmark. It trades about 0.35 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.6 per unit of volatility.

Wisdomtree Intl Realized Returns

Wisdomtree Intl Daily Price Distribution

The median price of Wisdomtree Intl for the period between Fri, Dec 22, 2017 and Sun, Jan 21, 2018 is 25.21 with a coefficient of variation of 1.41. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 25.27, and mean deviation of 0.32. The Etf did not receive any noticable media coverage during the period.
23 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Wisdomtree Intl Dividend Dynamic Currency Hedged are ranked lower than 23 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Wisdomtree Intl Sharpe Ratio = 0.35
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Estimated Market Risk

 0.66
  actual daily
 
 94 %
of total potential
  

Expected Return

 0.23
  actual daily
 
 4 %
of total potential
  

Risk-Adjusted Return

 0.35
  actual daily
 
 23 %
of total potential
  
Based on monthly moving average Wisdomtree Intl is performing at about 23% 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 Wisdomtree Intl by adding it to a well-diversified portfolio.