Tachlit Indices (Israel) Performance
The entity has a beta of -0.0443, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tachlit Indices are expected to decrease at a much lower rate. During the bear market, Tachlit Indices is likely to outperform the market.
Risk-Adjusted Performance
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Weak
Over the last 90 days Tachlit Indices Mutual has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong technical and fundamental indicators, Tachlit Indices 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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Tachlit Indices Relative Risk vs. Return Landscape
If you would invest 1,327,200 in Tachlit Indices Mutual on January 19, 2024 and sell it today you would earn a total of 2,900 from holding Tachlit Indices Mutual or generate 0.22% return on investment over 90 days. Tachlit Indices Mutual is generating 0.0047% of daily returns and assumes 0.1747% volatility on return distribution over the 90 days horizon. Simply put, 1% of etfs are less volatile than Tachlit, 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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Tachlit Indices Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tachlit Indices' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Tachlit Indices Mutual, and traders can use it to determine the average amount a Tachlit Indices' 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 = 0.0269
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| Negative Returns | TCH-F35 |
Estimated Market Risk
| 0.17 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Tachlit Indices is performing at about 2% 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 Tachlit Indices by adding it to a well-diversified portfolio.
About Tachlit Indices Performance
To evaluate Tachlit Indices Mutual 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 Tachlit Indices 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 Tachlit 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 Tachlit Indices Mutual market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Tachlit'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.