Advisors Series Trust Etf Performance
| RVRB Etf | USD 31.66 0.12 0.38% |
The etf shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Advisors Series' returns are expected to increase less than the market. However, during the bear market, the loss of holding Advisors Series is expected to be smaller as well.
Risk-Adjusted Performance
Insignificant
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Advisors Series Trust are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Advisors Series is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Advisors |
Advisors Series Relative Risk vs. Return Landscape
If you would invest 3,094 in Advisors Series Trust on November 9, 2024 and sell it today you would earn a total of 72.00 from holding Advisors Series Trust or generate 2.33% return on investment over 90 days. Advisors Series Trust is currently generating 0.0471% in daily expected returns and assumes 0.8606% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than Advisors, 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 |
Advisors Series Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advisors Series' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Advisors Series Trust, and traders can use it to determine the average amount a Advisors Series' 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 = 0.0547
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Estimated Market Risk
| 0.86 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 4 96% of assets perform better |
Based on monthly moving average Advisors Series 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 Advisors Series by adding it to a well-diversified portfolio.
About Advisors Series Performance
By analyzing Advisors Series' fundamental ratios, stakeholders can gain valuable insights into Advisors Series' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Advisors Series 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 Advisors Series has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.