SPDR Bl (Germany) Manager Performance Evaluation

SYBN -- Germany Fund  

EUR 25.73  0.002  0.0078%

The entity has beta of 0.0 which indicates the returns on MARKET and SPDR Bl are completely uncorrelated. Even though it is essential to pay attention to SPDR Bl Ba current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis approach towards measuring future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. SPDR Bl Ba 10Y US Co Bd UETF R exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

SPDR Bl Ba Relative Risk vs. Return Landscape

If you would invest  2,587  in SPDR Bl Ba 10Y US Co Bd UETF R on September 16, 2018 and sell it today you would lose (13.40)  from holding SPDR Bl Ba 10Y US Co Bd UETF R or give up 0.52% of portfolio value over 30 days. SPDR Bl Ba 10Y US Co Bd UETF R is generating negative expected returns and assumes 0.2991% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than SPDR Bl Ba 10Y US Co Bd UETF R 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, SPDR Bl Ba 10Y US Co Bd UETF R is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 3.5 times less risky than the market. the firm trades about -0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.12 of returns per unit of risk over similar time horizon.

SPDR Bl Market Risk Analysis

Sharpe Ratio = -0.5774
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SPDR Bl Relative Performance Indicators

Estimated Market Risk
 0.3
  actual daily
 
 98 %
of total potential
  
Expected Return
 -0.17
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.58
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average SPDR Bl 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 SPDR Bl by adding it to a well-diversified portfolio.

SPDR Bl Performance Rating

SPDR Bl Ba 10Y US Co Bd UETF R Risk Adjusted Performance Analysis

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Risk-Adjusted Fund Performance

Over the last 30 days SPDR Bl Ba 10Y US Co Bd UETF R has generated negative risk-adjusted returns adding no value to fund investors.

SPDR Bl Alerts

Equity Alerts and Improvement Suggestions

SPDR Bl Ba is not yet fully synchronised with the market data
SPDR Bl Ba generates negative expected return over the last 30 days
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