Megashort Sp 500 Etf Performance
| SPYD Etf | 16.00 0.15 0.93% |
The etf secures a Beta (Market Risk) of -0.28, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MegaShort are expected to decrease at a much lower rate. During the bear market, MegaShort is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days MegaShort SP 500 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unfluctuating performance in the last few months, the Etf's basic indicators remain very healthy which may send shares a bit higher in August 2025. The recent disarray may also be a sign of long period up-swing for the ETF investors. ...more
MegaShort |
MegaShort Relative Risk vs. Return Landscape
If you would invest 2,094 in MegaShort SP 500 on April 25, 2025 and sell it today you would lose (494.00) from holding MegaShort SP 500 or give up 23.59% of portfolio value over 90 days. MegaShort SP 500 is generating negative expected returns and assumes 1.8728% volatility on return distribution over the 90 days horizon. Simply put, 16% of etfs are less volatile than MegaShort, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
MegaShort Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MegaShort's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as MegaShort SP 500, and traders can use it to determine the average amount a MegaShort'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 = -0.3162
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SPYD |
Estimated Market Risk
| 1.87 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.59 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.32 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MegaShort is not performing at its full potential. However, 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 MegaShort by adding MegaShort to a well-diversified portfolio.
| MegaShort SP 500 generated a negative expected return over the last 90 days |