Lyxor Green (Sweden) Performance
| LYXGREENBOND | 548.50 1.69 0.31% |
The etf secures a Beta (Market Risk) of -0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lyxor Green are expected to decrease at a much lower rate. During the bear market, Lyxor Green is likely to outperform the market.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Lyxor Green Bond are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, Lyxor Green is not utilizing all of its potentials. The recent stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Lyxor |
Lyxor Green Relative Risk vs. Return Landscape
If you would invest 53,470 in Lyxor Green Bond on February 3, 2024 and sell it today you would earn a total of 1,380 from holding Lyxor Green Bond or generate 2.58% return on investment over 90 days. Lyxor Green Bond is generating 0.0413% of daily returns and assumes 0.4264% volatility on return distribution over the 90 days horizon. Simply put, 3% of etfs are less volatile than Lyxor, 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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Lyxor Green Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor Green's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor Green Bond, and traders can use it to determine the average amount a Lyxor Green'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 = 0.097
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | LYXGREENBOND |
Estimated Market Risk
| 0.43 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average Lyxor Green is performing at about 7% 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 Lyxor Green by adding it to a well-diversified portfolio.