Ultimus Managers Trust Etf Performance
| QVOY Etf | 25.81 0.31 1.22% |
The entity has a beta of 0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Ultimus Managers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Ultimus Managers is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Ultimus Managers Trust has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong basic indicators, Ultimus Managers is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
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Ultimus Managers Relative Risk vs. Return Landscape
If you would invest 2,583 in Ultimus Managers Trust on October 20, 2024 and sell it today you would lose (2.00) from holding Ultimus Managers Trust or give up 0.08% of portfolio value over 90 days. Ultimus Managers Trust is currently generating 0.0025% in daily expected returns and assumes 0.8779% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than Ultimus, 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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Ultimus Managers Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ultimus Managers' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Ultimus Managers Trust, and traders can use it to determine the average amount a Ultimus Managers' 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 = 0.0029
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| Negative Returns | QVOY |
Estimated Market Risk
| 0.88 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Ultimus Managers is not performing at its full potential. However, 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 Ultimus Managers by adding Ultimus Managers to a well-diversified portfolio.
About Ultimus Managers Performance
Evaluating Ultimus Managers' performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Ultimus Managers 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 Ultimus Managers 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.
Ultimus Managers is entity of United States. It is traded as Etf on BATS exchange.