Small Cap Profund Small Cap Fund Volatility
| SLPSX Fund | USD 97.10 -1.41 -1.43% |
Small Cap Profund Small Cap is showing a Sharpe ratio of -0.0103, reflecting poor reward-to-volatility behavior over the last 3 months. This risk assessment is based on 21 technical indicators. Across the last 3 months, Small Cap Profund Small Cap continues to post relatively low price volatility.
Sharpe Ratio = -0.0103
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SLPSX |
Small Cap Profund Small Cap posted a Market Risk Adjusted Performance of -0.01%, a Risk of 1.24, and a Risk Adjusted Performance of -0.01% for the reported period. Moving average data indicates SMALL-CAP PROFUND is not operating at maximum efficiency. Including it in a well-diversified portfolio may reduce unsystematic risk and improve returns.
Key indicators related to SMALL-CAP PROFUND's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for SMALL-CAP PROFUND draws on both historical price data and forward-looking implied volatility. Periods of elevated SMALL-CAP PROFUND volatility are typically followed by calmer conditions, and vice versa.
SMALL-CAP |
Volatility Strategy
Volatility in Small Cap Profund Small Cap contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 1.24% with a beta coefficient of 1.24, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0103, evaluates return per unit of total risk. An alpha value of 0.0663 reflects performance relative to systematic market exposure. Expected return estimates near -0.0127% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to SMALL-CAP PROFUND's market risk premium analysis include:
Beta 1.24 | Alpha 0.0663 | Risk 1.24 | Sharpe Ratio -0.01 | Expected Return -0.01 |
Moving together with SMALL-CAP Mutual Fund
| 0.9 | MLPSX | Mid Cap Value | PairCorr |
| 0.72 | PHPIX | PHARMACEUTICALS ULTRASECTOR | PairCorr |
| 0.72 | PHPSX | PHARMACEUTICALS ULTRASECTOR | PairCorr |
| 0.71 | ULPSX | Ultrabull Profund | PairCorr |
| 0.88 | SVPSX | Small Cap Value | PairCorr |
Moving Against SMALL-CAP Mutual Fund
| 0.86 | UIPIX | Ultrashort Mid Cap | PairCorr |
| 0.86 | UIPSX | Ultrashort Mid Cap | PairCorr |
| 0.72 | BRPSX | Bear Profund Bear | PairCorr |
| 0.64 | BRPIX | Bear Profund Bear | PairCorr |
| 0.46 | UKPIX | Ultrashort Japan Profund | PairCorr |
| 0.45 | UKPSX | Ultrashort Japan Profund | PairCorr |
| 0.36 | SRPIX | Short Real Estate Steady Growth | PairCorr |
Sensitivity To Market
Small Cap Profund Small Cap relative market sensitivity is quantified by its beta value of 1.24. This regression-derived coefficient reflects systematic risk. Total return variability is about 1.24%.This summary describes how Small Cap Profund Small Cap has moved rather than why it moved. Standard deviation is near 1.21% and downside deviation is near 0.0%. Fund volatility reflects the combined movement of its underlying holdings and the fund’s asset mix.
3 Months Beta |Analyze Small Cap Profund Demand TrendCheck current 90 days SMALL-CAP PROFUND correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for SMALL-CAP expresses the daily price volatility as a spread around the mean. A large standard deviation indicates a volatile instrument; a small one indicates relative price stability.
Standard Deviation | 1.24 |
For SMALL-CAP PROFUND investors, the distinction between upside and downside risk matters. Downside risk, the risk of loss specifically, is better measured by semi-deviation or downside deviation of SMALL-CAP PROFUND's returns. Small Cap Profund Small Cap posted a Maximum Drawdown of 5.90 for the reported period.
Mutual Fund Volatility Analysis
Volatility describes the degree to which SMALL-CAP PROFUND mutual fund price fluctuates in either direction. It captures how much SMALL-CAP PROFUND's price fluctuates, helping investors set appropriate position sizes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Small Cap Profund 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 a 90-day horizon SMALL-CAP PROFUND has a beta of 1.2368 . This usually implies as the benchmark fluctuates upward, the fund is expected to outperform it on average. However, if the benchmark returns are projected to be negative, SMALL-CAP PROFUND will likely underperform.SMALL-CAP PROFUND remains sensitive to broader mutual fund market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Small Cap Profund Small Cap posted a Mean Deviation of 0.96 and a Standard Deviation of 1.21 for the reported period.
Predicted Return Distribution |
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What Drives SMALL-CAP PROFUND's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the ProFunds sector can move SMALL-CAP PROFUND's volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for SMALL-CAP PROFUND.SMALL-CAP PROFUND's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in SMALL-CAP PROFUND's shares.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of SMALL-CAP PROFUND is -9734.55. The daily returns are distributed with a variance of 1.54 and standard deviation of 1.24. The mean deviation of Small Cap Profund Small Cap is currently at 0.99. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.83
α | Alpha over Dow Jones | 0.07 | |
β | Beta against Dow Jones | 1.24 | |
σ | Overall volatility | 1.24 | |
Ir | Information ratio | 0.04 |
Mutual Fund Return Volatility
SMALL-CAP PROFUND historical daily return volatility represents how much of SMALL-CAP PROFUND fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 1.2398% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8534% 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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Risk-Adjusted Indicators
Strong recent returns in SMALL-CAP Mutual Fund do not always mean SMALL-CAP PROFUND Mutual Fund is outperforming peers on business quality. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BRSVX | 0.83 | 0.13 | 0.11 | 0.04 | 1.01 | 1.83 | 5.18 | |||
| GESEX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SLPIX | 0.96 | 0.07 | 0.00 | -0.02 | 0.00 | 1.58 | 5.90 | |||
| SLPSX | 0.96 | 0.07 | 0.00 | -0.02 | 0.00 | 1.57 | 5.90 | |||
| LRSCX | 0.80 | -0.01 | 0.07 | -0.04 | 1.09 | 1.45 | 5.50 | |||
| LRSFX | 0.81 | 0.08 | 0.06 | -0.01 | 1.09 | 1.49 | 5.47 | |||
| LRSPX | 0.81 | 0.08 | 0.06 | -0.01 | 1.09 | 1.49 | 5.45 | |||
| LRSQX | 0.81 | 0.08 | 0.06 | -0.01 | 1.07 | 1.46 | 5.48 | |||
| LRSTX | 0.81 | 0.08 | 0.06 | -0.01 | 1.08 | 1.46 | 5.48 |
Risk Metrics, Assumptions & Methodology
Maximum drawdown for SMALL-CAP PROFUND captures the deepest NAV decline from peak, framing the worst-case experience for holders. Comparing drawdown depth across market phases shows whether downside risk is regime-dependent.
Reported values for Small Cap Profund Small Cap are derived from fund disclosures and market reference feeds and then standardized for analysis. Refresh timing depends on source availability. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardSMALL-CAP PROFUND Investment Opportunity
Small Cap Profund Small Cap is about 1.46 times more volatile than Dow Jones Industrial based on recent return behavior. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Small Cap Profund Small Cap to protect the portfolio against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is most useful when combined with broader risk controls and position-sizing discipline. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of SMALL-CAP PROFUND to be traded at $94.19 in 90 days.Very poor diversification
Across the chosen horizon, SMALL-CAP PROFUND and Dow Jones show a correlation of 0.86 and fall into the Very poor diversification bucket. This chart helps evaluate whether adding Dow Jones genuinely reduces risk relative to holding SMALL-CAP PROFUND alone.
SMALL-CAP PROFUND Additional Risk Indicators
A broader risk-indicator set for Small Cap Profund Small Cap can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | -0.01 | |||
| Mean Deviation | 0.9608 | |||
| Coefficient Of Variation | -6,519 | |||
| Standard Deviation | 1.21 | |||
| Variance | 1.46 | |||
| Information Ratio | 0.0399 |
SMALL-CAP PROFUND Suggested Diversification Pairs
A pair strategy built around Small Cap Profund Small Cap is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
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 SMALL-CAP PROFUND 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. SMALL-CAP PROFUND'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, SMALL-CAP PROFUND'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 Small Cap Profund Small Cap.