Managed Portfolio Series Etf Performance
| LCR Etf | USD 34.42 0.14 0.41% |
The etf secures a Beta (Market Risk) of -0.0055, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Managed Portfolio are expected to decrease at a much lower rate. During the bear market, Managed Portfolio is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Managed Portfolio Series has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively invariable fundamental indicators, Managed Portfolio is not utilizing all of its potentials. The current stock price agitation, may contribute to short-term losses for the retail investors. ...more
| In Threey Sharp Ratio | 0.22 |
Managed |
Managed Portfolio Relative Risk vs. Return Landscape
If you would invest 3,451 in Managed Portfolio Series on December 21, 2024 and sell it today you would lose (13.00) from holding Managed Portfolio Series or give up 0.38% of portfolio value over 90 days. Managed Portfolio Series is generating negative expected returns assuming volatility of 0.5159% on return distribution over 90 days investment horizon. In other words, 4% of etfs are less volatile than Managed, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
Managed Portfolio Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Managed Portfolio's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Managed Portfolio Series, and traders can use it to determine the average amount a Managed Portfolio'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 = -0.0097
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | LCR |
Estimated Market Risk
| 0.52 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Managed Portfolio 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 Managed Portfolio by adding Managed Portfolio to a well-diversified portfolio.
Managed Portfolio Fundamentals Growth
Managed Etf prices reflect investors' perceptions of the future prospects and financial health of Managed Portfolio, and Managed Portfolio fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Managed Etf performance.
| Total Asset | 51.13 M | |||
About Managed Portfolio Performance
Assessing Managed Portfolio's fundamental ratios provides investors with valuable insights into Managed Portfolio's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Managed Portfolio 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.
The fund is an actively-managed exchanged-traded fund of funds and seeks to achieve its objective by investing primarily in other registered investment companies, including other actively-managed exchange-traded funds and index-based ETFs , that provide exposure to a broad range of asset classes. Leuthold Core is traded on NYSEARCA Exchange in the United States.| Managed Portfolio generated a negative expected return over the last 90 days |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Managed Portfolio Series. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
The market value of Managed Portfolio Series is measured differently than its book value, which is the value of Managed that is recorded on the company's balance sheet. Investors also form their own opinion of Managed Portfolio's value that differs from its market value or its book value, called intrinsic value, which is Managed Portfolio's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Managed Portfolio's market value can be influenced by many factors that don't directly affect Managed Portfolio's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Managed Portfolio's value and its price as these two are different measures arrived at by different means. Investors typically determine if Managed Portfolio is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Managed Portfolio's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.