Nations Taildex Index Performance
| TDEX Index | 11.80 0.35 3.06% |
The index secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and Nations TailDex are completely uncorrelated.
Nations TailDex Relative Risk vs. Return Landscape
If you would invest 1,861 in Nations TailDex on October 10, 2024 and sell it today you would lose (681.00) from holding Nations TailDex or give up 36.59% of portfolio value over 90 days. Nations TailDex is generating 0.5993% of daily returns and assumes 19.5449% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than Nations on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Nations TailDex Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nations TailDex's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as Nations TailDex, and traders can use it to determine the average amount a Nations TailDex'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 = 0.0307
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 19.54 actual daily | 96 96% of assets are less volatile |
Expected Return
| 0.6 actual daily | 11 89% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Nations TailDex is performing at about 2% 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 Nations TailDex by adding it to a well-diversified portfolio.