Sanjac Alpha Low Etf Performance
| SJLD Etf | 25.20 0.05 0.20% |
The entity has a beta of -0.0105, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SanJac Alpha are expected to decrease at a much lower rate. During the bear market, SanJac Alpha is likely to outperform the market.
Risk-Adjusted Performance
12 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in SanJac Alpha Low are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound essential indicators, SanJac Alpha is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
1 | SanJac Alpha Launches Two New Actively Managed Fixed Income ETFs - Longview News-Journal | 09/10/2024 |
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SanJac Alpha Relative Risk vs. Return Landscape
If you would invest 2,500 in SanJac Alpha Low on August 30, 2024 and sell it today you would earn a total of 20.00 from holding SanJac Alpha Low or generate 0.8% return on investment over 90 days. SanJac Alpha Low is currently generating 0.0127% in daily expected returns and assumes 0.0794% risk (volatility on return distribution) over the 90 days horizon. In different words, 0% of etfs are less volatile than SanJac, 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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SanJac Alpha Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SanJac Alpha's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SanJac Alpha Low, and traders can use it to determine the average amount a SanJac Alpha'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 = 0.1598
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Based on monthly moving average SanJac Alpha is performing at about 12% 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 SanJac Alpha by adding it to a well-diversified portfolio.
About SanJac Alpha Performance
By analyzing SanJac Alpha's fundamental ratios, stakeholders can gain valuable insights into SanJac Alpha's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SanJac Alpha 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 SanJac Alpha has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.