Sp 500 Mini Index Performance
| XSP Index | 587.22 17.84 2.95% |
The entity owns a Beta (Systematic Risk) of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and SP 500 are completely uncorrelated.
SP 500 Relative Risk vs. Return Landscape
If you would invest 57,136 in SP 500 MINI on September 19, 2024 and sell it today you would earn a total of 3,370 from holding SP 500 MINI or generate 5.9% return on investment over 90 days. SP 500 MINI is generating 0.0916% of daily returns and assumes 0.6368% volatility on return distribution over the 90 days horizon. Simply put, 5% of indexs are less volatile than XSP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SP 500 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SP 500's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as SP 500 MINI, and traders can use it to determine the average amount a SP 500'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 = 0.1438
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | XSP | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.64 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average SP 500 is performing at about 11% 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 SP 500 by adding it to a well-diversified portfolio.