Litman Gregory Funds Etf Performance
| PCIG Etf | 9.49 0.02 0.21% |
The etf secures a Beta (Market Risk) of 0.7, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Litman Gregory's returns are expected to increase less than the market. However, during the bear market, the loss of holding Litman Gregory is expected to be smaller as well.
Risk-Adjusted Performance
Insignificant
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Compared to the overall equity markets, risk-adjusted returns on investments in Litman Gregory Funds are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable forward indicators, Litman Gregory is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
1 | Proactive Strategies - Stock Traders Daily | 02/11/2025 |
Litman |
Litman Gregory Relative Risk vs. Return Landscape
If you would invest 923.00 in Litman Gregory Funds on December 23, 2024 and sell it today you would earn a total of 26.00 from holding Litman Gregory Funds or generate 2.82% return on investment over 90 days. Litman Gregory Funds is currently generating 0.0506% in daily expected returns and assumes 1.0165% risk (volatility on return distribution) over the 90 days horizon. In different words, 9% of etfs are less volatile than Litman, and 99% 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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Litman Gregory Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Litman Gregory's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Litman Gregory Funds, and traders can use it to determine the average amount a Litman Gregory'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 = 0.0498
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Estimated Market Risk
| 1.02 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.05 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average Litman Gregory is performing at about 3% 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 Litman Gregory by adding it to a well-diversified portfolio.
About Litman Gregory Performance
By analyzing Litman Gregory's fundamental ratios, stakeholders can gain valuable insights into Litman Gregory's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Litman Gregory has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Litman Gregory has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Litman Gregory is entity of United States. It is traded as Etf on NYSE ARCA exchange.