Nations Voldex Index Performance
| VOLI Index | 10.23 0.06 0.59% |
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 VolDex are completely uncorrelated.
Nations VolDex Relative Risk vs. Return Landscape
If you would invest 1,623 in Nations VolDex on September 4, 2024 and sell it today you would lose (600.00) from holding Nations VolDex or give up 36.97% of portfolio value over 90 days. Nations VolDex is generating negative expected returns and assumes 6.7609% volatility on return distribution over the 90 days horizon. Simply put, 60% of indexs are less volatile than Nations, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Nations VolDex Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nations VolDex's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as Nations VolDex, and traders can use it to determine the average amount a Nations VolDex'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 = -0.0731
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | VOLI |
Estimated Market Risk
| 6.76 actual daily | 60 60% of assets are less volatile |
Expected Return
| -0.49 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Nations VolDex 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 Nations VolDex by adding Nations VolDex to a well-diversified portfolio.
| Nations VolDex generated a negative expected return over the last 90 days | |
| Nations VolDex has high historical volatility and very poor performance |