Arca Institutional Index Performance
| XII Index | 3,133 38.83 1.26% |
The index owns a Beta (Systematic Risk) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and ARCA Institutional are completely uncorrelated.
ARCA Institutional Relative Risk vs. Return Landscape
If you would invest 290,400 in ARCA Institutional on September 26, 2024 and sell it today you would earn a total of 22,854 from holding ARCA Institutional or generate 7.87% return on investment over 90 days. ARCA Institutional is generating 0.122% of daily returns and assumes 0.8542% volatility on return distribution over the 90 days horizon. Simply put, 7% of indexs are less volatile than ARCA, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ARCA Institutional Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARCA Institutional's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as ARCA Institutional, and traders can use it to determine the average amount a ARCA Institutional'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 = 0.1429
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Estimated Market Risk
| 0.85 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average ARCA Institutional is performing at about 11% 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 ARCA Institutional by adding it to a well-diversified portfolio.