Vaneck Inflation Allocation Etf Volatility
| RAAX Etf | USD 41.28 0.27 0.66% |
VanEck Inflation Allocation continues to exhibit a low volatility profile over the designated horizon. The current Sharpe Ratio (Efficiency) for VanEck Inflation Allocation is 0.22, indicating risk-adjusted returns over the last 3 months. We reviewed 28 technical indicators influencing the latest risk profile.
Sharpe Ratio = 0.2213
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| Small Returns | RAAX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Latest disclosures for VanEck Inflation Allocation show a Market Risk Adjusted Performance of 0.6%, a Risk of 1.25, and a Risk Adjusted Performance of 0.2%. Based on monthly moving average positioning, VanEck Inflation is operating near 17% of its observed historical performance range. Within a well-diversified portfolio, its contribution would depend on correlation and allocation weight.
Key indicators related to VanEck Inflation's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
VanEck Inflation Etf volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of VanEck daily returns, and it is calculated using variance and standard deviation.
VanEck Inflation Volatility Strategy
VanEck Inflation Allocation price volatility may influence cost basis positioning and portfolio weighting over time. Price retracements and recoveries can alter allocation balance. Current statistical measures show total volatility near 1.25% with a beta coefficient of 0.46, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.22, evaluates return per unit of total risk. An alpha value of 0.26 reflects performance relative to systematic market exposure. Expected return estimates near 0.28% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Underlying asset liquidity impacts pricing efficiency.
Main indicators related to VanEck Inflation's market risk premium analysis include:
Beta 0.46 | Alpha 0.26 | Risk 1.25 | Sharpe Ratio 0.22 | Expected Return 0.28 |
Moving together with VanEck Etf
| 0.87 | AOR | iShares Core Growth | PairCorr |
| 1.0 | RLY | SPDR SSgA Multi | PairCorr |
| 0.92 | GAL | SPDR SSgA Global | PairCorr |
| 0.96 | GAA | Cambria Global Asset | PairCorr |
| 0.98 | ALTY | Global X Alternative | PairCorr |
| 0.96 | GYLD | Arrow ETF Trust | PairCorr |
| 0.85 | EAOR | iShares ESG Aware | PairCorr |
| 0.84 | BND | Vanguard Total Bond | PairCorr |
| 0.93 | VTV | Vanguard Value Index | PairCorr |
| 0.86 | VO | Vanguard Mid Cap | PairCorr |
| 0.93 | VEA | Vanguard FTSE Developed | PairCorr |
| 0.84 | VB | Vanguard Small Cap | PairCorr |
| 0.84 | VWO | Vanguard FTSE Emerging | PairCorr |
| 0.93 | SCHF | Schwab International | PairCorr |
| 0.89 | EFA | iShares MSCI EAFE | PairCorr |
| 0.88 | IWN | iShares Russell 2000 | PairCorr |
| 0.84 | MBBB | VanEck Vectors Moodys | PairCorr |
| 0.86 | RLTY | Cohen Steers Real | PairCorr |
| 0.95 | SCHD | Schwab Dividend Equity | PairCorr |
| 0.91 | VXUS | Vanguard Total Inter | PairCorr |
| 0.91 | VYM | Vanguard High Dividend | PairCorr |
| 0.9 | PPA | Invesco Aerospace Defense | PairCorr |
| 0.86 | ITA | iShares Aerospace Defense | PairCorr |
| 0.76 | DBA | Invesco DB Agriculture | PairCorr |
Moving against VanEck Etf
VanEck Inflation Sensitivity To Market
VanEck Inflation'sVanEck Inflation beta coefficient measures the volatility of VanEck etf relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing VanEck returns against market returns. A beta of 0.46 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 1.25%.VanEck Inflation Allocation has shown noticeable price swings over the selected period. Downside deviation is about 1.51% and standard deviation is about 1.21%, which summarize how widely returns have moved. Options markets imply a forward-looking volatility estimate near 54.0%. This indicates expectations for moderate future movement relative to historical averages. Premium/discount metrics are commonly used alongside volatility to describe ETF price behavior. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze VanEck Inflation All Demand TrendCheck current 90 days VanEck Inflation correlation with market (Dow Jones Industrial)VanEck Inflation Downside Risk
VanEck standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.
Standard Deviation | 1.25 |
It is essential to understand the difference between upside risk (as represented by VanEck Inflation's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of VanEck Inflation's daily returns or price. Latest disclosures for VanEck Inflation Allocation show a Downside Deviation of 1.51, a Downside Variance of 2.27, and a Maximum Drawdown of 5.95.
Using VanEck Put Option to Manage Risk Based on 2026-04-17 Contracts
Latest disclosures for VanEck Inflation Allocation show an Option Implied Volatility of 0.54 and an Option Max Pain Price of -1. Put options written on VanEck Inflation grant holders of the option the right to sell a specified amount of VanEck Inflation at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of VanEck Etf cannot fall below.
VanEck Inflation's PUT expiring on 2026-04-17
Profit |
| VanEck Inflation Price At Expiration |
VanEck Inflation All Etf Volatility Analysis
Volatility refers to the frequency at which VanEck Inflation etf price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with VanEck Inflation's price changes.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. VanEck Inflation All 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.
VanEck Inflation Projected Return Density Against Market
Given the investment horizon of 90 days VanEck Inflation has a beta of 0.4605 indicating as returns on the market go up, VanEck Inflation average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding VanEck Inflation Allocation will be expected to be much smaller as well.VanEck Inflation is exposed to both systematic and unsystematic risk. Systematic risk reflects broader etf market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. Latest disclosures for VanEck Inflation Allocation show a Downside Deviation of 1.51, a Mean Deviation of 0.87, and an Option Implied Volatility of 0.54.
Predicted Return Density |
| Returns |
What Drives a VanEck Inflation Price Volatility?
Several factors can influence a etf's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.VanEck Inflation Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of VanEck Inflation is 451.93. The daily returns are distributed with a variance of 1.56 and standard deviation of 1.25. The mean deviation of VanEck Inflation Allocation is currently at 0.9. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78
α | Alpha over Dow Jones | 0.26 | |
β | Beta against Dow Jones | 0.46 | |
σ | Overall volatility | 1.25 | |
Ir | Information ratio | 0.21 |
VanEck Inflation Etf Return Volatility
VanEck Inflation historical daily return volatility represents how much of VanEck Inflation etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF inherits 1.2487% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7859% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
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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VanEck Inflation Constituents Risk-Adjusted Indicators
There is a big difference between VanEck Etf performing well and VanEck Inflation ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze VanEck Inflation's multiple risk-adjusted performance indicators across the competitive landscape. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| QWLD | 0.47 | 0.05 | 0.07 | 0.08 | 0.61 | 0.69 | 2.99 | |||
| YJUN | 0.23 | 0.03 | 0.08 | -0.91 | 0.24 | 0.46 | 1.76 | |||
| SELV | 0.38 | 0.06 | 0.10 | -2.00 | 0.44 | 0.82 | 2.56 | |||
| WTMF | 0.50 | 0.07 | 0.09 | -0.43 | 0.61 | 1.22 | 4.09 | |||
| OCIO | 0.43 | 0.02 | 0.03 | 0.03 | 0.55 | 0.69 | 3.52 | |||
| SHDG | 0.44 | -0.01 | -0.01 | -0.01 | 0.63 | 0.78 | 2.80 | |||
| HERO | 0.98 | -0.21 | 0.00 | -0.29 | 0.00 | 1.79 | 6.47 | |||
| ADPV | 1.18 | -0.04 | 0.00 | 0.53 | 0.00 | 2.09 | 7.82 | |||
| SRHQ | 0.81 | 0.07 | 0.07 | 0.08 | 0.92 | 1.78 | 4.70 | |||
| OGIG | 1.11 | -0.26 | 0.00 | 0.58 | 0.00 | 1.57 | 6.36 |
VanEck Inflation Price Volatility and Risk
Volatility for VanEck Inflation reflects price dispersion, spread stability, and underlying basket liquidity conditions. Higher dispersion implies wider price swings across observed periods. Allocation modeling is used to understand how VanEck Inflation fits within diversified holdings.
Methodology
Unless otherwise specified, data for VanEck Inflation Allocation is derived from fund disclosures (prospectus language, holdings reports, and periodic statements where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on instrument type. VanEck (USA Stocks:RAAX) market data and reported NAV may reflect delayed updates. Data may be delayed depending on reporting sources and market conventions Volatility figures, standard deviation, and downside-risk estimates on this page are derived from historical return distributions. Premium/discount dynamics for VanEck Inflation Allocation can be shaped by underlying holdings liquidity, rebalancing schedules, and market-wide risk appetite.
Assumptions
Macroaxis analytics incorporate public fund disclosures, holdings reports, and market data feeds and official disclosures from U.S. Securities and Exchange Commission (SEC) via EDGAR. Data harmonization may result in minor timing offsets. All analytics are generated using standardized, rules-based models designed to promote consistency and comparability across instruments. Model assumptions, reference parameters, and selected computational inputs are available in the Model Inputs section. If you have questions about our data sources or methodology, please contact Macroaxis Support.Research Sources
VanEck Inflation Allocation may have reference inputs that incorporate holdings disclosures, category classification, and NAV-derived statistics where available. Updates may occur throughout the day.
VanEck Inflation Investment Opportunity
Measured over the selected horizon, VanEck Inflation Allocation carries roughly 1.58 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use VanEck Inflation Allocation to enhance the returns of your portfolios. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. a moderate upward volatility. Check odds of VanEck Inflation to be traded at $45.41 in 90 days.Very weak diversification
Across the chosen horizon, RAAX and DJI show a correlation of 0.5 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
VanEck Inflation Additional Risk Indicators
Risk analysis around VanEck Inflation Allocation becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.1747 | |||
| Market Risk Adjusted Performance | 0.5668 | |||
| Mean Deviation | 0.8706 | |||
| Semi Deviation | 1.21 | |||
| Downside Deviation | 1.51 | |||
| Coefficient Of Variation | 454.29 | |||
| Standard Deviation | 1.21 |
VanEck Inflation Suggested Diversification Pairs
Pair trading with VanEck Inflation can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against VanEck Inflation as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. VanEck Inflation's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, VanEck Inflation's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to VanEck Inflation Allocation.
More Resources for VanEck Etf Analysis
A structured review of VanEck Inflation All often starts with core financial statements and trend context. Key ratios help frame profitability, efficiency, and growth context for Vaneck Inflation Allocation Etf. Outlined below are key reports that provide context for Vaneck Inflation Allocation Etf:Use Your Equity Center to better understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This includes a position in VanEck Inflation Allocation within the portfolio 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 nation. Analysis related to VanEck Inflation should be read together with other portfolio and risk tools before capital is reallocated. That is especially important when the goal is to improve the overall mix of instruments already held. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
The market value of VanEck Inflation All is measured differently than book value, which reflects VanEck accounting equity. Intrinsic value represents an estimate of underlying worth and can differ from both market price and book value. Market price can move with sentiment, cycles, and liquidity conditions, so it may drift away from fundamentals. Valuation methods compare these perspectives to frame context.
Note that VanEck Inflation's intrinsic value and market price are different measures derived from different inputs. Analysis often considers earnings, revenue quality, fundamentals, technical signals, competition, and analyst coverage. By contrast, market price reflects the level where buyers and sellers transact.