Sgi Dynamic Tactical Etf Performance
| DYTA Etf | 32.05 0.08 0.25% |
The entity has a beta of 0.0492, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SGI Dynamic's returns are expected to increase less than the market. However, during the bear market, the loss of holding SGI Dynamic is expected to be smaller as well.
Risk-Adjusted Performance
12 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in SGI Dynamic Tactical are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, SGI Dynamic may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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SGI Dynamic Relative Risk vs. Return Landscape
If you would invest 3,013 in SGI Dynamic Tactical on September 4, 2024 and sell it today you would earn a total of 192.00 from holding SGI Dynamic Tactical or generate 6.37% return on investment over 90 days. SGI Dynamic Tactical is currently generating 0.1002% in daily expected returns and assumes 0.6501% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than SGI, 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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SGI Dynamic Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SGI Dynamic's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SGI Dynamic Tactical, and traders can use it to determine the average amount a SGI Dynamic'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 = 0.1541
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Estimated Market Risk
| 0.65 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 12 88% of assets perform better |
Based on monthly moving average SGI Dynamic is performing at about 12% 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 SGI Dynamic by adding it to a well-diversified portfolio.
About SGI Dynamic Performance
By analyzing SGI Dynamic's fundamental ratios, stakeholders can gain valuable insights into SGI Dynamic's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SGI Dynamic 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 SGI Dynamic has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
SGI Dynamic is entity of United States. It is traded as Etf on NASDAQ exchange.