Nasdaq Cta Artificial Index Performance
| NQROBO Index | 1,663 11.19 0.67% |
The index secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and Nasdaq CTA are completely uncorrelated.
Nasdaq CTA Relative Risk vs. Return Landscape
If you would invest 150,264 in Nasdaq CTA Artificial on September 19, 2024 and sell it today you would earn a total of 16,013 from holding Nasdaq CTA Artificial or generate 10.66% return on investment over 90 days. Nasdaq CTA Artificial is generating 0.1649% of daily returns and assumes 1.1521% volatility on return distribution over the 90 days horizon. Simply put, 10% of indexs are less volatile than Nasdaq, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Nasdaq CTA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nasdaq CTA's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as Nasdaq CTA Artificial, and traders can use it to determine the average amount a Nasdaq CTA'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 = 0.1431
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.15 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average Nasdaq CTA is performing at about 11% 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 Nasdaq CTA by adding it to a well-diversified portfolio.