Foundations Dynamic Core Etf Performance
| FDCE Etf | 13.41 0.02 0.15% |
The etf shows a Beta (market volatility) of 1.1, which means a somewhat significant risk relative to the market. Foundations Dynamic returns are very sensitive to returns on the market. As the market goes up or down, Foundations Dynamic is expected to follow.
Risk-Adjusted Performance
14 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Foundations Dynamic Core are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of rather weak fundamental indicators, Foundations Dynamic may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
1 | Trading Signals - Stock Traders Daily | 09/25/2024 |
Foundations |
Foundations Dynamic Relative Risk vs. Return Landscape
If you would invest 1,214 in Foundations Dynamic Core on September 4, 2024 and sell it today you would earn a total of 127.00 from holding Foundations Dynamic Core or generate 10.46% return on investment over 90 days. Foundations Dynamic Core is currently generating 0.1593% in daily expected returns and assumes 0.8778% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than Foundations, and 97% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Foundations Dynamic Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Foundations Dynamic's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Foundations Dynamic Core, and traders can use it to determine the average amount a Foundations Dynamic'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 = 0.1815
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | FDCE | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.88 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average Foundations Dynamic is performing at about 14% 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 Foundations Dynamic by adding it to a well-diversified portfolio.
About Foundations Dynamic Performance
By analyzing Foundations Dynamic's fundamental ratios, stakeholders can gain valuable insights into Foundations Dynamic's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Foundations Dynamic 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 Foundations Dynamic has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Foundations Dynamic is entity of United States. It is traded as Etf on BATS exchange.