Aptus Drawdown Managed Etf Volatility
| ADME Etf | USD 49.49 -0.64 -1.28% |
Aptus Drawdown Managed now displays relatively low price volatility across the last 3 months. Aptus Drawdown Managed continues to report a Sharpe ratio of -0.1, confirming negative risk-adjusted behavior over the last 3 months. 24 technical indicators currently contribute to the broader risk narrative.
Sharpe Ratio = -0.1038
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| Negative Returns | ADME |
Aptus Drawdown Managed reported a Market Risk Adjusted Performance of -0.1%, a Risk of 0.62, and a Risk Adjusted Performance of -0.1%. Aptus Drawdown is not operating at full potential according to monthly moving average. A well-diversified portfolio context may improve its risk-adjusted performance.
Key indicators related to Aptus Drawdown's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for Aptus Drawdown can be decomposed into systematic risk (driven by broad market conditions) and idiosyncratic risk (driven by Aptus Drawdown's company-specific factors). Beta captures the systematic component, while total standard deviation captures both.
Volatility Strategy
Market cycles can shift how Aptus Drawdown Managed participates in overall return dispersion. Current statistical measures show total volatility near 0.62% with a beta coefficient of 0.66, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.1, evaluates return per unit of total risk. An alpha value of 0.002851 reflects performance relative to systematic market exposure. Expected return estimates near -0.0642% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Bid-ask spread may affect observed price swings.
Main indicators related to Aptus Drawdown's market risk premium analysis include:
Beta 0.66 | Alpha 0.002851 | Risk 0.62 | Sharpe Ratio -0.10 | Expected Return -0.06 |
Moving together with Aptus Etf
| 0.89 | ACIO | Aptus Collared Income | PairCorr |
| 0.61 | CCOR | Core Alternative ETF | PairCorr |
| 0.91 | SWAN | Amplify BlackSwan Growth | PairCorr |
| 0.95 | MSTB | ETF Series Solutions | PairCorr |
| 0.97 | HEGD | Swan Hedged Equity | PairCorr |
| 0.63 | VAMO | Cambria Value | PairCorr |
| 0.95 | HEQT | Simplify Exchange Traded | PairCorr |
| 0.71 | USD | ProShares Ultra | PairCorr |
| 0.72 | BA | Boeing | PairCorr |
| 0.63 | MMM | 3M Company | PairCorr |
Sensitivity To Market
Aptus Drawdown shows a beta coefficient of 0.66, measuring correlation and volatility relative to benchmark movements. Regression slope analysis defines its systematic risk contribution. Current volatility measures about 0.62%.This overview focuses on observed volatility for Aptus Drawdown Managed and how returns have fluctuated. Downside deviation currently reads near 0.0%. For Aptus Drawdown, volatility may reflect both exposure behavior and market microstructure. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze Aptus Drawdown Managed Demand TrendCheck current 90 days Aptus Drawdown correlation with market (Dow Jones Industrial)Downside Risk
Aptus standard deviation measures daily price dispersion from the mean, providing a proxy for volatility over the selected time period. Volatile instruments have higher standard deviations; stable ones have lower.
Standard Deviation | 0.62 |
Upside and downside risks in Aptus Drawdown are not symmetric. While standard deviation captures total price dispersion, semi-deviation and downside deviation measure only the loss risk in Aptus Drawdown's daily returns. Aptus Drawdown Managed reported a Maximum Drawdown of 2.89.
Etf Volatility Analysis
Market participants monitor Aptus Drawdown volatility to assess the etf's price stability. When Aptus Drawdown's volatility is elevated, prices can swing by several percentage points in a single session. Sustained low volatility in Aptus Drawdown typically signals a stable trading environment.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Aptus Drawdown Managed Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Given the investment horizon of 90 days Aptus Drawdown has a beta of 0.6606 . This suggests as returns on the market go up, Aptus Drawdown's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Aptus Drawdown Managed is expected to be smaller as well.Risk assessment for Aptus Drawdown separates macro-driven volatility from company or sector-specific developments. Market risk cannot be diversified away, though asset-specific exposure can be moderated. Aptus Drawdown Managed reported a Mean Deviation of 0.51 and a Standard Deviation of 0.64.
Predicted Return Density |
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What Drives Aptus Drawdown's Price Volatility?
Several factors can influence Aptus Drawdown's market volatility:Industry Dynamics
Sector-level events can directly affect Aptus Drawdown's price stability. Regulatory changes, supply disruptions, or shifts in demand within Aptus Drawdown's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Aptus Drawdown.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Aptus Drawdown's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Aptus Drawdown. During periods of economic expansion, Aptus Drawdown's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Aptus Drawdown's Company-Specific Factors
Volatility can also stem from events unique to Aptus Drawdown. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Aptus Drawdown's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Aptus Drawdown's share price.Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Aptus Drawdown is -963.06. The daily returns are distributed with a variance of 0.38 and standard deviation of 0.62. The mean deviation of Aptus Drawdown Managed is currently at 0.49. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.0029 | |
β | Beta against Dow Jones | 0.66 | |
σ | Overall volatility | 0.62 | |
Ir | Information ratio | 0.06 |
Etf Return Volatility
Aptus Drawdown daily volatility tracks how widely etf returns have moved around the mean across the selected time frame. The fund reflects 0.6182% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8181% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Aptus Drawdown Constituents Risk-Adjusted Indicators
Surface-level performance for Aptus Etf can mask how the business actually stacks up against its competitive set. Risk-adjusted metrics allow investors to compare Aptus Drawdown's efficiency and downside exposure against peers in a more meaningful way. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PAPI | 0.54 | 0.10 | 0.22 | 0.09 | 0.55 | 1.26 | 2.97 | |||
| JAJL | 0.09 | 0.00 | 0.67 | -0.06 | 0.11 | 0.17 | 0.69 | |||
| BUSA | 0.60 | 0.07 | 0.00 | -0.02 | 0.00 | 1.26 | 3.93 | |||
| GNOV | 0.31 | 0.00 | 0.00 | -0.09 | 0.00 | 0.58 | 1.77 | |||
| DUBS | 0.63 | 0.02 | 0.00 | -0.07 | 0.00 | 1.24 | 3.98 | |||
| UAUG | 0.29 | 0.01 | 0.00 | -0.08 | 0.00 | 0.52 | 1.60 | |||
| HOLA | 0.46 | 0.02 | 0.00 | -0.06 | 0.00 | 0.78 | 2.91 | |||
| GAPR | 0.09 | 0.02 | 0.89 | 0.07 | 0.00 | 0.23 | 0.55 | |||
| BSEP | 0.38 | 0.01 | 0.00 | -0.08 | 0.00 | 0.63 | 2.42 | |||
| KBWY | 0.86 | 0.06 | 0.08 | -0.01 | 1.09 | 1.48 | 3.74 |
Risk Metrics, Assumptions & Methodology
Volatility for Aptus Drawdown reflects price dispersion, spread stability, and underlying basket liquidity conditions. Swing amplitude frames exposure planning and risk limits.
Data shown for Aptus Drawdown Managed is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication cadence can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardAptus Drawdown Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 1.32 times the return volatility of Aptus Drawdown Managed. Investors usually compare this volatility gap with trend durability and valuation before deciding which name better fits the mandate.You can use Aptus Drawdown Managed to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Aptus Drawdown to be traded at $48.01 in 90 days.Very poor diversification
For the present investment horizon, the measured correlation between ADME and DJI stands at 0.89, or Very poor diversification. Used correctly, the chart supports evaluation of whether adding the second position genuinely diversifies the first.
Aptus Drawdown Additional Risk Indicators
Looking at additional risk metrics for Aptus Drawdown Managed frames how the position may behave under different market and portfolio conditions. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | -0.07 | |||
| Market Risk Adjusted Performance | -0.08 | |||
| Mean Deviation | 0.508 | |||
| Coefficient Of Variation | -1,222 | |||
| Standard Deviation | 0.6367 | |||
| Variance | 0.4054 | |||
| Information Ratio | 0.0569 |
Aptus Drawdown Suggested Diversification Pairs
Pair trading with Aptus Drawdown can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for Aptus Drawdown persists even in a well-constructed pair. The benefit is in offsetting Aptus Drawdown's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Aptus Drawdown Managed.
More Resources for Aptus Etf Analysis
Understanding Aptus Drawdown Managed starts with reviewing its financial statements and long-term patterns. Ratios reflect how the business performs across profit and resource use.Review Trending Equities to understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. Diversified allocation aims to distribute exposure across multiple positions. The holding in Aptus Drawdown Managed represents an allocation. It is represented within the portfolio holdings. Position allocation is driven by the portfolio construction model. This content does not constitute investment advice or a recommendation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in state. This analysis of Aptus Drawdown works best as a complementary layer when evaluating how the security fits in a broader portfolio. Aptus Drawdown analysis across multiple dimensions - risk, valuation, diversification - produces a more informed position-sizing decision. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
For Aptus Drawdown Managed, market value and book value represent two distinct lenses on the same underlying business. Where intrinsic value falls relative to market price and book value helps frame the analytical picture. Together, market value, book value, and intrinsic value form a multi-dimensional view.
Distinguishing between Aptus Drawdown's value and market price helps frame analytical expectations. The analysis weighs earnings quality, competitive position, and capital allocation patterns. By contrast, Aptus Drawdown market price reflects the level where buyers and sellers transact.