KSM Mutual (Israel) Performance
| KSM-F41 Etf | ILA 3,562 3.38 0.09% |
The etf secures a Beta (Market Risk) of 0.0287, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KSM Mutual's returns are expected to increase less than the market. However, during the bear market, the loss of holding KSM Mutual is expected to be smaller as well.
Risk-Adjusted Performance
11 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in KSM Mutual Funds are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong technical and fundamental indicators, KSM Mutual is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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KSM Mutual Relative Risk vs. Return Landscape
If you would invest 350,504 in KSM Mutual Funds on January 28, 2024 and sell it today you would earn a total of 5,696 from holding KSM Mutual Funds or generate 1.63% return on investment over 90 days. KSM Mutual Funds is generating 0.0325% of daily returns and assumes 0.2199% volatility on return distribution over the 90 days horizon. Simply put, 1% of etfs are less volatile than KSM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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KSM Mutual Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KSM Mutual's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as KSM Mutual Funds, and traders can use it to determine the average amount a KSM Mutual'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 = 0.1477
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| Negative Returns | KSM-F41 |
Estimated Market Risk
| 0.22 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average KSM Mutual is performing at about 11% 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 KSM Mutual by adding it to a well-diversified portfolio.
About KSM Mutual Performance
To evaluate KSM Mutual Funds Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when KSM Mutual generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare KSM Etf's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand KSM Mutual Funds market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents KSM's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.