Betapro Sp 500 Etf Performance
The etf shows a Beta (market volatility) of 0.65, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BetaPro SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding BetaPro SP is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days BetaPro SP 500 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, BetaPro SP is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
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BetaPro SP Relative Risk vs. Return Landscape
If you would invest 761.00 in BetaPro SP 500 on February 9, 2025 and sell it today you would earn a total of 294.00 from holding BetaPro SP 500 or generate 38.63% return on investment over 90 days. BetaPro SP 500 is generating 0.7484% of daily returns and assumes 7.0474% volatility on return distribution over the 90 days horizon. Simply put, 63% of etfs are less volatile than BetaPro, and 85% 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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BetaPro SP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BetaPro SP's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BetaPro SP 500, and traders can use it to determine the average amount a BetaPro SP'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 = 0.1062
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Estimated Market Risk
| 7.05 actual daily | 63 63% of assets are less volatile |
Expected Return
| 0.75 actual daily | 15 85% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average BetaPro SP is performing at about 8% 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 BetaPro SP by adding it to a well-diversified portfolio.