Innovator Etfs Trust Etf Performance
| IMAR Etf | 26.71 0.24 0.89% |
The etf retains a Market Volatility (i.e., Beta) of 0.32, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Innovator ETFs' returns are expected to increase less than the market. However, during the bear market, the loss of holding Innovator ETFs is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Innovator ETFs Trust are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. Even with relatively uncertain basic indicators, Innovator ETFs may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
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Innovator ETFs Relative Risk vs. Return Landscape
If you would invest 2,512 in Innovator ETFs Trust on December 23, 2024 and sell it today you would earn a total of 159.00 from holding Innovator ETFs Trust or generate 6.33% return on investment over 90 days. Innovator ETFs Trust is currently generating 0.1022% in daily expected returns and assumes 0.5662% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than Innovator, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Innovator ETFs Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innovator ETFs' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Innovator ETFs Trust, and traders can use it to determine the average amount a Innovator ETFs' 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 = 0.1806
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Estimated Market Risk
| 0.57 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.1 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average Innovator ETFs is performing at about 14% 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 Innovator ETFs by adding it to a well-diversified portfolio.
About Innovator ETFs Performance
Assessing Innovator ETFs' fundamental ratios provides investors with valuable insights into Innovator ETFs' financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Innovator ETFs 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.
Innovator ETFs is entity of United States. It is traded as Etf on NYSE ARCA exchange.