XERS vs SPY comparison¶
XERS vs SPY performance comment¶
Market Performance Metrics overview¶
| Metric | Data1 | Data2 |
|---|---|---|
| High | 3.02 | 488.77 |
| Low | 2.18 | 466.43 |
| Close | 2.36 | 485.39 |
| Start Price | 2.27 | 472.65 |
| Gain % | 4.19% | 2.70% |
| Annualized Gain % | 63.79% | 40.99% |
| Annualized Volatility % | 102.93% | 10.06% |
| Max Drawdown % | -19.45% | -1.14% |
| Sharpe Ratio | 1.12 | 4.49 |
The Gain % is the percentage increase in value from the start to end of the period, indicating the profitability of the market. Annualized Gain % represents the annual return on investment, adjusted for the time period. Data2 has a higher Sharpe Ratio, which signifies a better risk-adjusted return.
Market Performance Commentary¶
Market ticker XERS registered a substantial Gain % of 4.19% over the 60-day period, while market ticker SPY recorded a gain of 2.70%. However, adjusted for time, the Annualized Gain % for XERS was 63.79%, outperforming SPY's 40.99%. This indicates that XERS may have provided higher returns over a longer time frame.
The Annualized Volatility % for XERS was significantly higher at 102.93% compared to 10.06% for data2, indicating a higher level of risk associated with XERS. When considering risk, Data2 seems to be a safer option for investment, as it had a lower Max Drawdown % of -1.14% compared to XERS's -19.45%. This demonstrates the potential downside risk in the market.
The Sharpe Ratio measures the risk-adjusted return, with a higher value indicating a more favorable return for the amount of risk taken. Data2 posted a notably higher Sharpe Ratio of 4.49, indicating a more optimal performance compared to XERS's 1.12.
In summary, while XERS demonstrated higher gains over the 60-day period, it also exhibited higher volatility and downside risk. On the other hand, Data2 displayed more stable returns with lower risk, as evidenced by its higher Sharpe Ratio. Investors seeking higher returns may consider XERS, but should also be aware of the associated risk. Conversely, Data2 appears to be a safer investment option with lower volatility and downside risk.
XERS YTD Return (Daily)¶
Comment on YTD Total Returns Results of XERS¶
Year-to-Date Performance¶
The YTD Open for XERS was 2.31, with a YTD High of 3.02 and a YTD Low of 2.18. The YTD Close was 2.36, resulting in a YTD Gain of 4.19%. The YTD Annualized Gain was 63.79%, with an Annualized Volatility of 102.93%. The YTD Max Drawdown was -19.45%, and the YTD Sharpe Ratio was 1.12. These statistics suggest a positive performance for XERS within the current year, with a relatively high level of volatility and a moderate drawdown.
Last Year Performance¶
In the last year, XERS saw an Annualized Gain of 109.82% with an Annualized Volatility of 75.48%. The Max Drawdown during this period was -50.67%, indicating a relatively high level of risk. The Sharpe Ratio for the last year was 1.36, reflecting a good risk-adjusted performance for investors.
Historical Performance¶
Excluding the current year, XERS experienced an Historical Annualized Gain of -0.58% with an Historical Annualized Volatility of 86.53%. The Max Drawdown in Data (excluding the current year) was -96.22%, demonstrating the potential for significant loss in the past.
Average Performance¶
The Average Sharpe Ratio for All Years (Excluding Last) was -0.01, indicating that, on average, the risk-adjusted return was not favorable for investors.
Current Market Conditions¶
The Current Last Close for XERS was 2.36, with the Current MA 200 standing at 2.26, MA 50 at 2.11, and MA 5 at 2.44. The Current Average Annualized Volatility was 93.29% while the Average Annualized Volatility a Month Ago was 61.93%. The Current Last 5 Days Gain was -13.24%. The current price is above both the MA 200 and MA 50, indicating a bullish trend in the stock. However, the price is below the MA 5, suggesting a short-term bearish trend. The recent high volatility, as indicated by the increase in average annualized volatility from a month ago, suggests potential uncertainty and risk in the current market conditions.
XERS Annual Dividends¶
No dividends.
Published: 2024-01-25
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