InfraCap Equity Income ETF Volatility
| ICAP ETF | USD 28.65 0.08 0.28% |
Sharpe Ratio = 0.0369
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Latest disclosures for InfraCap Equity Income show a Market Risk Adjusted Performance of 0.1%, a Risk of 0.99, and a Risk Adjusted Performance of 0.1%. Based on monthly moving averages, the ETF is operating near 2% of its historical performance range.
Key indicators related to InfraCap Equity's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for InfraCap Equity (3 Months):
Beta 0.9 | Alpha 0.04 | Risk 0.99 | Sharpe Ratio 0.04 | Expected Return 0.04 |
Moving together with InfraCap Equity ETF
| 0.91 | VOE | Vanguard Mid Cap | PairCorr |
| 0.78 | DVY | iShares Select Dividend | PairCorr |
| 0.92 | IWS | iShares Russell Mid | PairCorr |
| 0.74 | SPYD | SPDR Portfolio SAMPP | PairCorr |
| 0.94 | IJJ | iShares SAMPP Mid | PairCorr |
| 0.89 | DON | WisdomTree MidCap | PairCorr |
| 0.83 | RPV | Invesco SAMPP 500 | PairCorr |
| 0.92 | VTI | Vanguard Total Stock | PairCorr |
| 0.91 | SPY | SPDR SAMPP 500 | PairCorr |
| 0.91 | IVV | iShares Core SAMPP | PairCorr |
| 0.94 | VB | Vanguard Small Cap | PairCorr |
| 0.92 | TOT | Lionshares Equity Total | PairCorr |
| 0.84 | LDUR | PIMCO Enhanced Low | PairCorr |
| 0.92 | DRGN | Themes China Generative | PairCorr |
| 0.92 | VTV | Vanguard Value Index | PairCorr |
| 0.86 | PLGI | PL Growth | PairCorr |
| 0.89 | NUDV | Nushares ETF Trust | PairCorr |
| 0.73 | ECOW | Pacer Emerging Markets | PairCorr |
| 0.89 | ICPY | Tweedy Browne | PairCorr |
| 0.89 | HAIL | SPDR SAMPP Kensho | PairCorr |
| 0.94 | EDGU | 3EDGE Dynamic Equity | PairCorr |
Moving Against InfraCap Equity ETF
Sensitivity To Market
InfraCap Equity beta coefficient measures the volatility of InfraCap Equity ETF relative to the systematic risk of the broad market benchmark. A beta of 0.9 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 0.99%. InfraCap Equity Income has shown noticeable price swings over the selected period. Downside deviation is about 0.96% and standard deviation is about 1.01%, which summarize how widely returns have moved. ETF volatility often reflects both the underlying basket and the trading layer. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available. Spread stability also shapes short-term movement.
3 Months Beta |InfraCap Equity Income Demand TrendCurrent 90-day InfraCap Equity correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation measures how far InfraCap Equity returns deviate from the historical mean and remains a primary indicator of total price volatility. A large standard deviation signals wide price swings; a small one signals relative stability.
Standard Deviation | 0.99 |
It is essential to understand the difference between upside risk and downside risk for InfraCap Equity. Total volatility includes favorable moves, while downside deviation isolates the loss risk in InfraCap Equity's daily returns. Latest disclosures for InfraCap Equity Income show a Downside Deviation of 0.96, a Downside Variance of 0.93, and a Maximum Drawdown of 3.95.
ETF Volatility Analysis
Volatility refers to the frequency at which InfraCap Equity ETF price increases or decreases within a specified period. It is generally measured from either the standard deviation or variance between returns from that same ETF.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of InfraCap Equity Income's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.
Projected Return Density Against Market
Given a 90-day horizon, InfraCap Equity has a beta of 0.8986. This usually indicates InfraCap Equity Income market returns are sensible to returns on the market. As the market goes up or down, InfraCap Equity tends to follow.InfraCap Equity is exposed to both systematic and unsystematic risk. Systematic risk reflects broader ETF market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. Latest disclosures for InfraCap Equity Income show a Downside Deviation of 0.96, a Mean Deviation of 0.79, and a Semi Deviation of 0.88.
Predicted Return Distribution |
| Density |
What Drives InfraCap Equity's Price Volatility?
Holdings and Allocation
Changes in underlying holdings, sector weights, and rebalancing activity within the Mid-Cap Value category can influence InfraCap Equity's price dispersion even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for InfraCap Equity.InfraCap Equity's Fund-Specific Factors
Flows in and out of the fund, tracking error, and premium-to-NAV shifts are common drivers of short-term price movement in InfraCap Equity's shares.ETF Risk Measures
Given a 90-day horizon, the coefficient of variation of InfraCap Equity is 2710.05. The daily returns are distributed with a variance of 0.97 and standard deviation of 0.99. The mean deviation of InfraCap Equity Income is currently at 0.77. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 0.04 | |
β | Beta against Dow Jones | 0.90 | |
σ | Overall volatility | 0.99 | |
Ir | Information ratio | 0.04 |
ETF Return Volatility
InfraCap Equity historical daily return volatility represents how much of InfraCap Equity ETF's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF reported 0.9864% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial reported 0.9279% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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InfraCap Equity Constituents Risk-Adjusted Indicators
Strong recent returns in InfraCap Equity ETF do not always mean InfraCap Equity ETF is outperforming peers on business quality. Risk-adjusted metrics help compare InfraCap Equity's efficiency and downside exposure against peers on a like-for-like basis. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| EFAD | 0.94 | 0.03 | 0.03 | 0.05 | 1.15 | 1.92 | 4.77 | |||
| DDIV | 0.92 | 0.09 | 0.07 | 0.10 | 1.06 | 1.80 | 5.81 | |||
| PPI | 0.86 | 0.20 | 0.16 | 0.25 | 0.97 | 2.01 | 6.66 | |||
| VAMO | 0.52 | 0.02 | 0.02 | 0.06 | 0.67 | 1.04 | 4.09 | |||
| KEMX | 1.60 | 0.29 | 0.14 | 0.18 | 1.76 | 3.51 | 8.31 | |||
| AFSC | 1.12 | 0.17 | 0.11 | 0.14 | 1.28 | 2.81 | 6.04 | |||
| DYTA | 0.78 | 0.10 | 0.09 | 0.11 | 0.97 | 1.55 | 5.32 | |||
| BKEM | 1.35 | 0.24 | 0.14 | 0.19 | 1.59 | 2.86 | 7.53 | |||
| QARP | 0.64 | 0.07 | 0.08 | 0.10 | 0.67 | 1.27 | 2.98 | |||
| FDIV | 0.64 | -0.04 | 0.00 | -0.04 | 0.00 | 1.17 | 4.52 |
Risk Metrics, Assumptions & Methodology
Drawdown analysis for InfraCap Equity measures the largest peak-to-trough declines and their duration within the fund's price history. Historical performance suggests relatively contained downside variability.
InfraCap Equity Income values are built from fund disclosures and market reference feeds, with reporting definitions aligned before display. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Ellen Johnson, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that InfraCap Equity Income is more volatile than Dow Jones Industrial by approximately 1.06x over the selected horizon. This differential reflects the relative dispersion of returns and frames how the asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 8% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.InfraCap Equity Income with characteristics aligned to broad market upside participation. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. a normal upward fluctuation. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View InfraCap Equity probability analysis.
Minimal diversification benefit
InfraCap Equity currently posts a 0.96 correlation with Dow Jones, indicating a Minimal diversification benefit relationship for the active sample. This chart measures the degree of risk overlap between InfraCap Equity and Dow Jones.
Additional Risk Indicators
Looking at additional risk metrics for InfraCap Equity Income frames how the position may behave under different market and portfolio conditions. These measures support both standalone risk assessment and portfolio-level analysis.
| Risk Adjusted Performance | 0.0561 | |||
| Market Risk Adjusted Performance | 0.0635 | |||
| Mean Deviation | 0.7886 | |||
| Semi Deviation | 0.8829 | |||
| Downside Deviation | 0.964 | |||
| Coefficient Of Variation | 1732.43 | |||
| Standard Deviation | 1.01 |
InfraCap Equity Suggested Diversification Pairs
Pair trading with InfraCap Equity hedges company-specific exposure by balancing a long view with an offsetting position. This structure emphasizes relative performance differences between paired assets rather than broad market direction.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against InfraCap Equity as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. InfraCap Equity's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, InfraCap Equity's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to InfraCap Equity Income.