Long Pond Real ETF Performance
| LPRE ETF | 28.94 0.05 0.17% |
Risk-Adjusted Performance
0100
6 · Contained
Across the last 90 days, the risk-adjusted return profile of Long Pond Real is weaker than 6% of the global equities and portfolios reviewed by Macroaxis. This score becomes more informative when compared with downside risk, Sharpe Ratio, and current trend stability. Long Pond is producing inconclusive returns, with efficiency neither rewarding nor decisively penalizing holders. Learn More
Relative Risk vs. Return Landscape
If you had invested $ 2,748 in Long Pond Real on February 6, 2026 and sold it today, you would have earned $ 146.00 , a return of 5.31% over 90 days. Long Pond Real is currently generating a 0.0876% daily expected return and carries 1.05% risk (volatility on return distribution) over a 90-day horizon. In relative terms, Long Pond exhibits above-average volatility, exceeding roughly 91% of comparable etfs, and LPRE has trailed 99% of traded instruments in return over the 90-day horizon. Expected Return |
| Risk |
Target Price Odds to finish over Current Price
The mean-reverting behavior of Long Pond ETF price is a cornerstone of quantitative forecasting models. Studies have found that some ETFs are persistently mispriced, with spreads correcting only when dynamics shift. Embedded risk premiums affect the speed at which mispriced ETFs converge to their intrinsic value estimates. This concept remains a foundational input for building forecasting models around Long Pond ETF price behavior.
| Current Price | Horizon | Target Price | Odds moving above the current price in 90 days |
| 28.94 | 90 days | 28.94 | nearly 4.67 % |
Probability analysis for this ETF suggests that the odds of Long Pond moving above the current price in 90 days from now are nearly 4.67 %. Recent return data has shown a distribution that skews above the current level over this window. (This density function focuses attention on the most probable trading range for Long Pond ETF over the next 90 days).
Long Pond Price Density |
| Price |
Predictive Modules for Long Pond
The challenge of forecasting Long Pond Real mirrors the broader difficulty of predicting ETF market movements. While perfect accuracy is unattainable, applying multiple models remains a core part of sound ETF analysis. Market surprises are inevitable, but disciplined forecasting still improves investment decision-making. Applying diverse ETF forecasting tools remains one of the most practical paths to better investment decisions.The mean reversion effect in Long Pond is stronger when the initial deviation was driven by sentiment rather than fundamentals. Such deviations have sometimes corrected when the initial catalyst fades, though timing remains uncertain. The degree to which Long Pond's exhibits mean reversion depends on how efficiently the market prices new information. Short-term deviations tend to persist and even widen before correcting, making allocation calibration important.
Primary Risk Indicators
Over recent decades, the ETF market has seen multiple large corrections and recoveries affecting Long Pond. Both sharp declines and powerful rallies have tested investor discipline in Long Pond Real. Tracking Long Pond's volatility and fundamental risk indicators provides a framework for managing downside exposure. This framework supports more informed hedging and position-sizing decisions for Long Pond Real.Performance Metrics & Calculation Methodology
Benchmark tracking for Long Pond determines how closely returns mirror the target index after costs. Relative ranking across peers strengthens context when comparing performance over matching windows.
Long Pond Real metrics draw on fund disclosures and market reference feeds, standardized for cross-period comparison. Return and risk statistics are calculated from historical price series.
Editorial review and methodology oversight provided by: Gabriel Shpitalnik, Member of Macroaxis Editorial Board