DNB FD (Germany) Performance

CFPA -- Germany ETF  

EUR 5.99  0.00  0.00%

The organization owns Beta (Systematic Risk) of -1.2508 which denotes to the fact that as returns on market increase, returns on owning DNB FD are expected to decrease by larger amounts. On the other hand, during market turmoil, DNB FD is expected to significantly outperform it.. Even though it is essential to pay attention to DNB FD ASIAN existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis philosophy in predicting 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. DNB FD exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

DNB FD ASIAN Relative Risk vs. Return Landscape

If you would invest  630.00  in DNB FD ASIAN SMALL CAP A on September 18, 2018 and sell it today you would lose (31.00)  from holding DNB FD ASIAN SMALL CAP A or give up 4.92% of portfolio value over 30 days. DNB FD ASIAN SMALL CAP A is generating negative expected returns and assumes 1.8181% volatility on return distribution over the 30 days horizon. Simply put, 16% of equities are less volatile than DNB FD ASIAN SMALL CAP A 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, DNB FD ASIAN SMALL CAP A is expected to under-perform the market. In addition to that, the company is 1.7 times more volatile than its market benchmark. It trades about -0.68 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of volatility.

DNB FD Market Risk Analysis

Sharpe Ratio = -0.6825
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DNB FD Relative Performance Indicators

Estimated Market Risk
 1.82
  actual daily
 
 84 %
of total potential
  
Expected Return
 -1.24
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.68
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average DNB FD 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 DNB FD by adding it to a well-diversified portfolio.

DNB FD Performance Rating

DNB FD ASIAN SMALL CAP A Risk Adjusted Performance Analysis

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Risk-Adjusted Performance

Over the last 30 days DNB FD ASIAN SMALL CAP A has generated negative risk-adjusted returns adding no value to investors with long positions.

DNB FD Alerts

Equity Alerts and Improvement Suggestions

DNB FD ASIAN is not yet fully synchronised with the market data
DNB FD ASIAN generates negative expected return over the last 30 days
Check also Trending Equities. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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