What risk metrics (beta, max drawdown, Sharpe) best describe the ives etf?

The risk metrics that best describe the Ives ETF are as follows: 1. **Beta**: The beta of the Ives ETF is not directly available. Beta measures the volatility of an investment relative to the market. A beta greater than 1 indicates higher volatility, while a beta less than 1 indicates lower volatility. Since the Ives ETF is focused on AI stocks, its beta is likely to be higher than that of a broad-market index, reflecting the higher volatility associated with technology sector. 2. **Maximum Drawdown**: The maximum drawdown is the largest percentage loss experienced by the ETF during a specific period. For the Ives ETF, the maximum drawdown could be significant due to its focus on high-growth AI stocks, which are prone to volatility. The maximum drawdown for the Ives ETF is not provided, but it is likely to be higher than that of a more diversified ETF. 3. **Sharpe Ratio**: The Sharpe ratio is a measure of risk-adjusted return, calculated by subtracting the risk-free rate from the ETF's return and dividing by the standard deviation of the return. The Sharpe ratio gives an idea of whether the risk taken has resulted in acceptable returns. Since the Ives ETF is focused on high-growth AI stocks, its returns are likely to be higher than those of a more conservative ETF, but its Sharpe ratio will depend on the level of risk taken and the overall returns achieved. In conclusion, the Ives ETF is likely to have a higher beta, a larger maximum drawdown, and a higher Sharpe ratio compared to a more diversified ETF, reflecting its focus on high-growth AI stocks and the associated higher levels of risk and volatility.