Parametric Equity Plus Etf Performance
| PEPS Etf | 25.24 0.15 0.59% |
The etf holds a Beta of 0.0438, which implies not very significant fluctuations relative to the market. As returns on the market increase, Parametric Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Parametric Equity is expected to be smaller as well.
Risk-Adjusted Performance
4 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Parametric Equity Plus are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, Parametric Equity is not utilizing all of its potentials. The recent stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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Parametric |
Parametric Equity Relative Risk vs. Return Landscape
If you would invest 2,511 in Parametric Equity Plus on September 1, 2024 and sell it today you would earn a total of 13.00 from holding Parametric Equity Plus or generate 0.52% return on investment over 90 days. Parametric Equity Plus is currently generating 0.0341% in daily expected returns and assumes 0.6166% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than Parametric, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Parametric Equity Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Parametric Equity's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Parametric Equity Plus, and traders can use it to determine the average amount a Parametric Equity'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 = 0.0553
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Estimated Market Risk
| 0.62 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Parametric Equity is performing at about 4% 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 Parametric Equity by adding it to a well-diversified portfolio.