CFPA DU (Germany) Performance

CFPA -- Germany ETF  

EUR 5.70  0.18  3.06%

The organization shows Beta (market volatility) of 0.6907 which signifies that as returns on market increase, CFPA DU returns are expected to increase less than the market. However during bear market, the loss on holding CFPA DU will be expected to be smaller as well.. Even though it is essential to pay attention to CFPA DU historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. CFPA DU exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

CFPA DU Relative Risk vs. Return Landscape

If you would invest  632.00  in CFPA DU on September 20, 2018 and sell it today you would lose (62.00)  from holding CFPA DU or give up 9.81% of portfolio value over 30 days. CFPA DU is generating negative expected returns and assumes 1.5297% volatility on return distribution over the 30 days horizon. Simply put, 13% of equities are less volatile than CFPA DU and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, CFPA DU is expected to under-perform the market. In addition to that, the company is 1.44 times more volatile than its market benchmark. It trades about -0.95 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.15 per unit of volatility.

CFPA DU Market Risk Analysis

Sharpe Ratio = -0.9505
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CFPA DU Relative Performance Indicators

Estimated Market Risk
  actual daily
 87 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average CFPA DU is performing at about 0% 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 CFPA DU by adding it to a well-diversified portfolio.

CFPA DU Performance Rating

CFPA DU Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days CFPA DU has generated negative risk-adjusted returns adding no value to investors with long positions.

CFPA DU Alerts

Equity Alerts and Improvement Suggestions

CFPA DU is not yet fully synchronised with the market data
CFPA DU generates negative expected return over the last 30 days
Check also Trending Equities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.