Sptsx Dividend Aristocrats Index Performance
| GSPTXDV Index | 356.25 2.40 0.67% |
The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and SPTSX Dividend are completely uncorrelated.
SPTSX Dividend Relative Risk vs. Return Landscape
If you would invest 35,938 in SPTSX Dividend Aristocrats on December 29, 2024 and sell it today you would lose (313.00) from holding SPTSX Dividend Aristocrats or give up 0.87% of portfolio value over 90 days. SPTSX Dividend Aristocrats is generating negative expected returns and assumes 0.5729% volatility on return distribution over the 90 days horizon. Simply put, 5% of indexs are less volatile than SPTSX, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SPTSX Dividend Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPTSX Dividend's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as SPTSX Dividend Aristocrats, and traders can use it to determine the average amount a SPTSX Dividend'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 = -0.0214
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| Negative Returns | GSPTXDV |
Estimated Market Risk
| 0.57 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SPTSX Dividend is not performing at its full potential. However, 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 SPTSX Dividend by adding SPTSX Dividend to a well-diversified portfolio.
| SPTSX Dividend Arist generated a negative expected return over the last 90 days |