Sprott Physical Performance

PHYS -- USA Etf  

USD 9.94  0.05  0.51%

The entity has beta of -0.1604 which indicates as returns on market increase, returns on owning Sprott Physical are expected to decrease at a much smaller rate. During bear market, Sprott Physical is likely to outperform the market.. Even though it is essential to pay attention to Sprott Physical Gold current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Sprott Physical Gold Trust exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

Sprott Physical Gold Relative Risk vs. Return Landscape

If you would invest  1,030  in Sprott Physical Gold Trust on June 21, 2018 and sell it today you would lose (36.00)  from holding Sprott Physical Gold Trust or give up 3.5% of portfolio value over 30 days. Sprott Physical Gold Trust is currently does not generate positive expected returns and assumes 0.564% risk (volatility on return distribution) over the 30 days horizon. In different words, 5% of equities are less volatile than Sprott Physical Gold Trust and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Sprott Physical Gold Trust is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.04 times less risky than the market. the firm trades about -0.28 of its potential returns per unit of risk. The DOW is currently generating roughly 0.15 of returns per unit of risk over similar time horizon.

Sprott Physical Market Risk Analysis

Sharpe Ratio = -0.2838
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Sprott Physical Relative Performance Indicators

Estimated Market Risk
 0.56
  actual daily
 
 95 %
of total potential
  
Expected Return
 -0.16
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.28
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Sprott Physical is performing at about 0% 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 Sprott Physical by adding it to a well-diversified portfolio.

Performance Rating

Sprott Physical Gold Trust Risk Adjusted Performance Analysis
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Risk-Adjusted Performance

Over the last 30 days Sprott Physical Gold Trust has generated negative risk-adjusted returns adding no value to investors with long positions.

Sprott Physical Alerts

Equity Alerts and Improvement Suggestions
Sprott Physical Gold generates negative expected return over the last 30 days
The company reported previous year revenue of (148.39 M). Net Loss for the year was (155.26 M) with loss before overhead, payroll, taxes, and interest of (148.39 M).
Sprott Physical G currently holds about 598.32 K in cash with (6.79 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of -0.046.
The fund maintains all of the assets in different exotic instruments
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