Democratic Large Cap Etf Performance

DEMZ Etf  USD 41.00  0.12  0.29%   
The etf owns a Beta (Systematic Risk) of 0.93, which signifies possible diversification benefits within a given portfolio. Democratic Large tracks the broader market closely, rising and falling roughly in step with the benchmark.
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
For the recent 90-day horizon, Democratic Large Cap failed to convert risk into positive risk-adjusted performance. Used correctly, this score supports evaluation of raw price movement versus actual return efficiency. Despite somewhat strong primary indicators, Democratic Large is not utilizing all of its potential. The latest price disturbance may contribute to short-term losses for investors. Learn More

Relative Risk vs. Return Landscape

If you had invested $ 4,289 in Democratic Large Cap on December 20, 2025 and sold it today you would have lost $ 189.00 from holding Democratic Large Cap or given up 4.41% of portfolio value over 90 days. Democratic Large Cap does not currently generate positive expected returns and carries 0.9625% risk (volatility on return distribution) over a 90-day horizon. In different words, 8% of etfs are less volatile than Democratic, and 99% of all traded equity instruments are projected to make higher returns than the ETF over the 90 days investment horizon.
  Expected Return   
       Risk  
This benchmark view frames the instrument through return capture and volatility trade-offs. It keeps the emphasis on benchmark context, not just standalone performance. Given the investment horizon of 90 days Democratic Large is expected to generate 1.17 times more return on investment than the market. However, the ETF is 1.17 times more volatile than its market benchmark. It trades about -0.07 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.1 per unit of risk.

Historical Prices of Democratic Large Cap

Below is the normalized historical share price chart for Democratic Large Cap extending back to November 03, 2020. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Democratic Large stands at 41.00, as last reported on the 20th of March, with the highest price reaching 41.04 and the lowest price hitting 40.58 during the day.
Macro event markers
 
Covid
 
Interest Hikes

Target Price Odds to finish over Current Price

Prices of ETFs like Democratic Etf tend to oscillate around a central value over time, a phenomenon known as mean reversion. Although this tendency is a useful forecasting input, some instruments remain persistently underpriced or overpriced before the market corrects the discrepancy.
Current PriceHorizonTarget PriceOdds moving above the current price in 90 days
41.00 90 days 41.00
about 98.0
Under a normal probability framework, the likelihood of Democratic Large moving above the current price in 90 days from now is about 98.0 (The distribution above models the probability of Democratic Etf reaching different price points within 90 days).
Given the investment horizon of 90 days Democratic Large has a beta of 0.93 suggesting Democratic Large Cap market returns are sensitive to returns on the market. As the market goes up or down, Democratic Large is expected to follow. Additionally, Democratic Large Cap has an alpha of 0.0274, implying that it can generate a 0.0274 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).
   Democratic Large Price Density   
       Price  

Predictive Modules for Democratic Large

The challenge of forecasting Democratic Large Cap mirrors the broader difficulty of predicting ETF market movements. No single technique offers reliable accuracy, but investors who apply multiple methods and compare the results are better positioned to identify potential outcomes and manage risk effectively.
While mean reversion in Democratic Large is a statistically observable tendency, it operates on uncertain timelines. Positions sized too aggressively against the trend can suffer sustained losses before reversion occurs.
Hype
Prediction
LowEstimatedHigh
40.0441.0041.96
Details
Intrinsic
Valuation
LowRealHigh
40.4441.4042.36
Details
Naive
Forecast
LowNextHigh
39.0239.9840.94
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
40.6542.0643.47
Details
To derive maximum value from Democratic Large analysis, compare Democratic Large's metrics against peers. This cross-sectional approach separates idiosyncratic performance from sector-level trends.

Primary Risk Indicators

The etf market has been marked by significant volatility in the last 10-20 years, and Democratic Large has not been spared. Both sharp declines and strong rallies have tested investor discipline. A hedging strategy built around Democratic Large's risk indicators can help those holding Democratic Large Cap manage downside risk more effectively.
α
Alpha over Dow Jones
0.03
β
Beta against Dow Jones0.93
σ
Overall volatility
0.89
Ir
Information ratio 0.04

Investor Alerts and Insights

Investors who use alerts for Democratic Large can respond more quickly to important ETF events. Notifications for Democratic Large Cap highlight significant technical and fundamental shifts that may create new opportunities or signal emerging risks.
Democratic Large Cap generated a negative expected return over the last 90 days
The fund retains 99.68% of its assets under management (AUM) in equities

Democratic Large Fundamentals Growth

Investor sentiment toward Democratic Etf is largely driven by Democratic Large's fundamental metrics. Revenue growth rates, earnings per share trends, profit margin changes, and leverage ratios are among the most impactful factors determining Democratic Etf market behavior.

Performance Metrics & Calculation Methodology

Democratic Large performance is typically evaluated relative to its benchmark and tracking difference over time. Benchmark comparison clarifies whether outcomes reflect exposure or implementation effects.

Data shown for Democratic Large Cap is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication cadence can introduce delays. Return and risk statistics are calculated from historical price series.

This content is curated and reviewed by:

Rifka Kats - Member of Macroaxis Editorial Board
Last reviewed on March 10th, 2026