Simplify Managed Variance
| CTA Etf | | | USD 30.44 -0.05 -0.16% |
The Variance lookup presents technical context for Simplify Managed Futures and related instruments. Data availability can vary by region and feed;
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Trending Equities provides context for diversified portfolio design. Broader allocation clarity strengthens diversification analysis. The allocation includes a position in Simplify Managed Futures inside the allocation mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in population.
Simplify Managed Futures has current Variance of 0.9024. Variance is another measure of security risk that shows the amount of dispersion of equity returns around their mean value. Variance is calculated as the average squared deviations from the mean. Evaluating a set of investment alternatives one can use variance to help determine the volatility when purchasing a specific security. Similar to Standard Deviation, the variance is a measure of how far a set of numbers is spread out around its mean.
Variance | = | SUM(RET DEV)2N |
| = | 0.9024 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N | = | Number of points for the period |
Simplify Managed Variance Peers Comparison
Simplify Variance Relative To Other Indicators
Simplify Managed Futures is rated
fourth in variance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
5.77 of Maximum Drawdown per Variance. At
5.77 , Simplify Managed Futures's Maximum Drawdown-to-Variance multiple reflects the spread between these metrics
Variance is also a measure of stock volatility and can help determine the risk an investor might take on when purchasing a specific security. A relatively big variance indicates that the daily prices or returns are far from the mean and a small variance indicates that they are located around the mean.
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