Sofr Etf Performance
| SOFR Etf | 100.50 0.07 0.07% |
The entity has a beta of 0.0057, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SOFR's returns are expected to increase less than the market. However, during the bear market, the loss of holding SOFR is expected to be smaller as well.
Risk-Adjusted Performance
38 of 100
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Very Strong
Compared to the overall equity markets, risk-adjusted returns on investments in SOFR are ranked lower than 38 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable technical and fundamental indicators, SOFR is not utilizing all of its potentials. The current stock price agitation, may contribute to short-term losses for the retail investors. ...more
| SOFR dividend paid on 30th of September 2024 | 09/30/2024 |
1 | US Funding-Market Volatility Fuels Spike in Key SOFR Benchmark | 10/01/2024 |
2 | U.S. Treasury Yields Rise Amid Weakened Rate Cut Expectations | 10/09/2024 |
| SOFR dividend paid on 31st of October 2024 | 10/31/2024 |
3 | CME Has Record October ADV in US Treasury, SOFR Complexes - Markets Media | 11/05/2024 |
4 | 9 of the Best Bond ETFs to Buy for 2025 - MSN | 12/05/2024 |
SOFR |
SOFR Relative Risk vs. Return Landscape
If you would invest 9,938 in SOFR on September 23, 2024 and sell it today you would earn a total of 112.00 from holding SOFR or generate 1.13% return on investment over 90 days. SOFR is currently generating 0.0172% in daily expected returns and assumes 0.0355% risk (volatility on return distribution) over the 90 days horizon. In different words, 0% of etfs are less volatile than SOFR, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
SOFR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SOFR's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SOFR, and traders can use it to determine the average amount a SOFR'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 = 0.4858
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Based on monthly moving average SOFR is performing at about 38% 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 SOFR by adding it to a well-diversified portfolio.
About SOFR Performance
Assessing SOFR's fundamental ratios provides investors with valuable insights into SOFR's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the SOFR is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
| SOFR was previously known as Amplify Samsung SOFR and was traded on New York Stock Exchange under the symbol SOF. | |
| SOFR is showing solid risk-adjusted performance over 90 days | |
| On 31st of October 2024 SOFR paid 0.4048 per share dividend to its current shareholders | |
| Latest headline from news.google.com: 9 of the Best Bond ETFs to Buy for 2025 - MSN |
Other Information on Investing in SOFR Etf
SOFR financial ratios help investors to determine whether SOFR Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in SOFR with respect to the benefits of owning SOFR security.