Intech Sp Small Mid Etf Performance
| SMDX Etf | 23.29 0.20 0.85% |
The etf retains a Market Volatility (i.e., Beta) of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Intech SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intech SP is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Intech SP Small Mid are ranked lower than 4 (%) 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 latest stock price disturbance, may contribute to short-term losses for the investors. ...more
1 | Intech SP Small-Mid Cap Diversified Alpha ETF Short Interest Down 33.3 percent in September | 10/22/2025 |
2 | Intech SP Mid Cap Diversified Alpha ETF Surpasses 100 Million Performance Underscores Structural Edge in SMID-Cap Core | 11/19/2025 |
Intech SP Relative Risk vs. Return Landscape
If you would invest 2,242 in Intech SP Small Mid on September 25, 2025 and sell it today you would earn a total of 87.00 from holding Intech SP Small Mid or generate 3.88% return on investment over 90 days. Intech SP Small Mid is currently generating 0.0648% in daily expected returns and assumes 1.0381% risk (volatility on return distribution) over the 90 days horizon. In different words, 9% 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 Small Mid, 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 = 0.0624
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Based on monthly moving average Intech SP is performing at about 4% 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.
Intech SP is entity of United States. It is traded as Etf on NYSE ARCA exchange.