Ixe Select Sector Index Performance
| IXE Index | 895.54 10.06 1.11% |
The index retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and IXE Select are completely uncorrelated.
IXE Select Relative Risk vs. Return Landscape
If you would invest 85,610 in IXE Select Sector on April 23, 2025 and sell it today you would earn a total of 3,944 from holding IXE Select Sector or generate 4.61% return on investment over 90 days. IXE Select Sector is generating 0.0799% of daily returns and assumes 1.2073% volatility on return distribution over the 90 days horizon. Simply put, 10% of indexs are less volatile than IXE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
IXE Select Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IXE Select's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as IXE Select Sector, and traders can use it to determine the average amount a IXE Select'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 = 0.0661
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| Cash | IXE | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.21 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average IXE Select is performing at about 5% 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 IXE Select by adding it to a well-diversified portfolio.