Intech Sp Large Etf Performance
| LGDX Etf | 23.28 0.09 0.39% |
The etf retains a Market Volatility (i.e., Beta) of 0.89, which attests to possible diversification benefits within a given portfolio. Intech SP returns are very sensitive to returns on the market. As the market goes up or down, Intech SP is expected to follow.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Intech SP Large are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong fundamental indicators, Intech SP is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Intech SP Relative Risk vs. Return Landscape
If you would invest 2,225 in Intech SP Large on September 25, 2025 and sell it today you would earn a total of 103.00 from holding Intech SP Large or generate 4.63% return on investment over 90 days. Intech SP Large is currently generating 0.074% in daily expected returns and assumes 0.8165% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than Intech, 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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Intech SP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intech SP's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Intech SP Large, and traders can use it to determine the average amount a Intech SP'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 = 0.0907
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Based on monthly moving average Intech SP is performing at about 7% 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 Intech SP by adding it to a well-diversified portfolio.
About Intech SP Performance
Evaluating Intech SP's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Intech SP 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 Intech SP has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.