Managed Portfolio Series Etf Performance
| LCR Etf | USD 35.22 0.11 0.31% |
The etf secures a Beta (Market Risk) of 0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Managed Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Managed Portfolio is expected to be smaller as well.
Risk-Adjusted Performance
5 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Managed Portfolio Series are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable fundamental indicators, Managed Portfolio is not utilizing all of its potentials. The current stock price agitation, may contribute to short-term losses for the retail investors. ...more
| In Threey Sharp Ratio | 0.24 |
Managed |
Managed Portfolio Relative Risk vs. Return Landscape
If you would invest 3,456 in Managed Portfolio Series on November 5, 2024 and sell it today you would earn a total of 66.00 from holding Managed Portfolio Series or generate 1.91% return on investment over 90 days. Managed Portfolio Series is generating 0.0328% of daily returns assuming volatility of 0.5058% on return distribution over 90 days investment horizon. In other words, 4% of etfs are less volatile than Managed, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
Managed Portfolio Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Managed Portfolio's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Managed Portfolio Series, and traders can use it to determine the average amount a Managed Portfolio'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 = 0.0648
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | LCR |
Estimated Market Risk
| 0.51 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 5 95% of assets perform better |
Based on monthly moving average Managed Portfolio is performing at about 5% 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 Managed Portfolio by adding it to a well-diversified portfolio.
Managed Portfolio Fundamentals Growth
Managed Etf prices reflect investors' perceptions of the future prospects and financial health of Managed Portfolio, and Managed Portfolio fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Managed Etf performance.
| Total Asset | 51.13 M | |||
About Managed Portfolio Performance
Assessing Managed Portfolio's fundamental ratios provides investors with valuable insights into Managed Portfolio's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Managed Portfolio is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
The fund is an actively-managed exchanged-traded fund of funds and seeks to achieve its objective by investing primarily in other registered investment companies, including other actively-managed exchange-traded funds and index-based ETFs , that provide exposure to a broad range of asset classes. Leuthold Core is traded on NYSEARCA Exchange in the United States.