RBC Short Term Etf Volatility
| RUSB Etf | CAD 21.39 0.03 0.14% |
RBC Short Term continues to trade with relatively low price volatility through the last 3 months. The current Sharpe ratio is 0.0175, supporting positive efficiency readings over the last 3 months. The latest risk read is supported by 24 technical indicators.
Sharpe Ratio = 0.0175
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | RUSB |
Estimated Market Risk
| 0.34 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Latest disclosures for RBC Short Term show a Market Risk Adjusted Performance of -0.4%, a Risk of 0.34, and a Risk Adjusted Performance of -0.01%. Monthly performance positioning shows RBC Short operating at about 1% of its measured historical range. Its effect inside a well-diversified portfolio would be influenced by cross-asset correlation. In a well-diversified portfolio, overall dispersion would reflect cross-asset dynamics. Reviewing monthly trend data can help contextualize RBC Short's current positioning.
Key indicators related to RBC Short's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The risk model for RBC Short incorporates multiple volatility measures including realized volatility and beta. This statistical measure reflects the magnitude of RBC Short's typical price swings and is a primary input in options pricing models. RBC Short's beta measures how much RBC Short's price moves relative to the broad market. When implied volatility for RBC Short is above realized volatility, options premiums may be elevated relative to norms.
RBC |
Volatility Strategy
Volatility clustering in RBC Short Term may influence portfolio rebalancing frequency. Current statistical measures show total volatility near 0.34% with a beta coefficient of 0.0254, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0175, evaluates return per unit of total risk. An alpha value of -0.009749 reflects performance relative to systematic market exposure. Expected return estimates near 0.0059% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. ETF pricing reflects both exposure and trading mechanics.
Main indicators related to RBC Short's market risk premium analysis include:
Beta 0.0254 | Alpha -0.01 | Risk 0.34 | Sharpe Ratio 0.0175 | Expected Return 0.0059 |
Moving together with RBC Etf
Moving against RBC Etf
Sensitivity To Market
The systematic risk of RBC Short Term is captured by a beta reading of 0.0254, indicating responsiveness to overall market fluctuations. Observed volatility is near 0.34%.Volatility measures for RBC Short Term summarize how wide the trading range has been over time. Downside deviation is about 0.0%. ETF volatility can be read with two lenses: exposure movement and pricing efficiency vs NAV. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze RBC Short Term Demand TrendCheck current 90 days RBC Short correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of RBC measures the spread of its daily returns around the mean. Highly volatile instruments have large standard deviations; stable instruments have small ones. Standard deviation of RBC is a key measure of price volatility reflecting the average daily deviation from the mean. More volatile instruments exhibit higher standard deviations over equivalent time periods.
Standard Deviation | 0.34 |
Standard deviation and downside deviation are complementary tools for assessing RBC Short's risk. Investors specifically concerned with loss potential should use downside deviation or semi-deviation of RBC Short's returns. For investors in RBC Short, understanding the difference between standard deviation and downside deviation is important. Semi-deviation of RBC Short's returns captures only losses, providing a more focused risk measure. Latest disclosures for RBC Short Term show a Maximum Drawdown of 4.92.
Etf Volatility Analysis
In evaluating RBC Short as an investment, volatility is a primary indicator of risk. High volatility generally means the etf price moves dramatically in a short period of time. Investors with a lower risk tolerance generally prefer etfs exhibiting lower volatility. Volatility metrics help portfolio managers set stop-losses and size positions appropriately for RBC Short.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. RBC Short Term 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
Assuming the 90-day trading horizon RBC Short has a beta of 0.0254 indicating as returns on the market go up, RBC Short's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding RBC Short Term is expected to be smaller as well.RBC Short volatility reflects broader etf market cycles alongside company or sector-specific developments. Diversified portfolios reduce specific exposure but not systemic risk. Latest disclosures for RBC Short Term show a Mean Deviation of 0.31 and a Standard Deviation of 0.55.
Predicted Return Distribution |
| Density |
What Drives RBC Short's Price Volatility?
Industry Dynamics
Peer results and sector re-ratings in the RBC Global Asset Management Inc. sector often influence how investors price RBC Short's risk.Political and Economic Environment
Macro data and central-bank signals can change valuation assumptions and short-term positioning around RBC Short.RBC Short's Company-Specific Factors
Company-specific events such as product updates, strategic actions, or execution issues can trigger volatility clusters.Etf Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of RBC Short is 5709.17. The daily returns are distributed with a variance of 0.12 and standard deviation of 0.34. The mean deviation of RBC Short Term is currently at 0.24. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.0097 | |
β | Beta against Dow Jones | 0.03 | |
σ | Overall volatility | 0.34 | |
Ir | Information ratio | 0.1 |
Etf Return Volatility
Daily return volatility for RBC Short measures how far etf returns deviate from their average on a day-to-day basis. The ETF shows 0.3392% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial has volatility of 0.8413% 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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RBC Short Competition Risk-Adjusted Indicators
Evaluating RBC Etf requires separating price momentum from underlying operating strength versus competitors. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| META | 1.52 | -0.06 | 0.00 | -0.13 | 0.00 | 2.33 | 14.24 | |||
| MSFT | 1.31 | -0.32 | 0.00 | -0.68 | 0.00 | 2.19 | 13.28 | |||
| UBER | 1.55 | -0.09 | 0.00 | -0.22 | 0.00 | 3.18 | 11.09 | |||
| F | 1.36 | -0.08 | 0.00 | -0.14 | 0.00 | 3.61 | 10.01 | |||
| T | 1.11 | 0.27 | 0.23 | -1.68 | 1.13 | 3.87 | 8.53 | |||
| A | 1.22 | -0.32 | 0.00 | -5.94 | 0.00 | 2.48 | 7.20 | |||
| CRM | 1.87 | -0.45 | 0.00 | -0.77 | 0.00 | 3.41 | 9.78 | |||
| JPM | 1.12 | -0.02 | 0.00 | -0.08 | 0.00 | 2.02 | 8.17 | |||
| MRK | 1.10 | 0.28 | 0.23 | 0.52 | 1.15 | 2.54 | 7.29 | |||
| XOM | 1.27 | 0.54 | 0.39 | 13.33 | 1.04 | 2.90 | 6.83 |
Risk Metrics, Assumptions & Methodology
Return dispersion for RBC Short quantifies how far daily or periodic returns deviate from the average across the measurement window. Return scatter increases when new information or regime shifts widen the distribution of outcomes.
Unless otherwise specified, data for RBC Short Term is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Vlad Skutelnik - Macroaxis ContributorRBC Short Investment Opportunity
Recent data suggests that Dow Jones Industrial is meaningfully more volatile than RBC Short Term, by roughly a 2.47x factor. Across the current 90-day horizon, that places the security below 3% of the broader equity and portfolio universe on a pure volatility basis.You can use RBC Short Term to enhance the returns of the portfolio. This price-change note interprets the latest move in the context of short-horizon trading behavior. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a normal upward fluctuation. Check odds of RBC Short to be traded at C$22.46 in 90 days.Moderate diversification
The correlation between RBC Short and Dow Jones is 0.23, which Macroaxis classifies as Moderate diversification for the selected horizon. This chart helps evaluate whether adding Dow Jones genuinely reduces risk relative to holding RBC Short alone.
RBC Short Additional Risk Indicators
Secondary risk indicators for RBC Short Term can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | -0.44 | |||
| Mean Deviation | 0.309 | |||
| Coefficient Of Variation | -40,083 | |||
| Standard Deviation | 0.5458 | |||
| Variance | 0.2979 | |||
| Information Ratio | 0.0955 |
RBC Short Suggested Diversification Pairs
Using RBC Short in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
Pair diversification lowers overall risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the overall market - cannot be eliminated by pairing RBC Short with another position. However, RBC Short's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with RBC Short Term.
More Resources for RBC Etf Analysis
Other Information on Investing in RBC Etf
Key financial relationships within RBC Short are expressed through its ratios. The structure keeps comparisons consistent across reporting periods.