Princeton Adaptive Financials

Please note that you must use caution to infer results of funds future performance. Investment returns and principal value will fluctuate so that investors' shares, when sold, may be worth more or less than their original cost.

Princeton Adaptive's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. Princeton Adaptive volatility which cannot be eliminated through diversification, requires returns over the risk-free rate. Over the long run, a well-diversified portfolio provides returns that match its exposure to systematic risk. In this case, investors face a trade-off between expected returns and systematic risk and, therefore, can only reduce a portfolio's exposure to systematic risk by sacrificing expected returns on the portfolio.

The function did not generate any output. Please change time horizon or modify your input parameters. The output start index for this execution was one with a total number of output elements of sixty. The Beta measures systematic risk based on how returns on Princeton Adaptive correlated with the market. If Beta is less than 0 Princeton Adaptive generally moves in the opposite direction as compared to the market. If Princeton Adaptive Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one Princeton Adaptive is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of Princeton Adaptive is generally in the same direction as the market. If Beta > 1 Princeton Adaptive moves generally in the same direction as, but more than the movement of the benchmark.