Sp Small-cap 600 Index Performance
| SML Index | 1,423 29.59 2.12% |
The entity owns a Beta (Systematic Risk) of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and SP Small-Cap are completely uncorrelated.
SP Small-Cap Relative Risk vs. Return Landscape
If you would invest 132,239 in SP Small-Cap 600 on May 16, 2025 and sell it today you would earn a total of 10,110 from holding SP Small-Cap 600 or generate 7.65% return on investment over 90 days. SP Small-Cap 600 is generating 0.1253% of daily returns and assumes 1.1438% volatility on return distribution over the 90 days horizon. Simply put, 10% of indexs are less volatile than SML, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SP Small-Cap Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SP Small-Cap's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as SP Small-Cap 600, and traders can use it to determine the average amount a SP Small-Cap's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1096
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| Cash | SML | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.14 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average SP Small-Cap is performing at about 8% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of SP Small-Cap by adding it to a well-diversified portfolio.