ETFS Bloomberg Backtesting

ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free -- USA Etf  

USD 26.27  0.05  0.19%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free and determine expected loss or profit from investing in ETFS Bloomberg over given investment horizon. Check also ETFS Bloomberg Hype Analysis, ETFS Bloomberg Correlation, Portfolio Optimization, ETFS Bloomberg Volatility as well as analyze ETFS Bloomberg Alpha and Beta and ETFS Bloomberg Performance
 Time Horizon     30 Days    Login   to change
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Backtest

ETFS Bloomberg 'What if' Analysis

December 22, 2017
0.00
No Change 0.00  0.0%
In 31 days
January 21, 2018
0.00
If you would invest  0.00  in ETFS Bloomberg on December 22, 2017 and sell it all today you would earn a total of 0.00 from holding ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free or generate 0.0% return on investment in ETFS Bloomberg over 30 days. ETFS Bloomberg is related to or competes with PowerShares DB, iShares SP, iPath Bloomberg, ELEMENTS Rogers, iShares Commodities, and First Trust. The investment seeks to provide a total return designed to exceed the performance of the Bloomberg Commodity Index 3 Mon...

ETFS Bloomberg Upside/Downside Indicators

  

ETFS Bloomberg Market Premium Indicators

ETFS Bloomberg All lagged returns against current returns

 Current and Lagged Values 
      Timeline 

ETFS Bloomberg regressed lagged prices vs. current prices

 Current vs Lagged Prices 
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ETFS Bloomberg All Backtested Returns

Macroaxis considers ETFS Bloomberg not too risky given 1 month investment horizon. ETFS Bloomberg All secures Sharpe Ratio (or Efficiency) of 0.4009 which denotes ETFS Bloomberg All had 0.4009% of return per unit of return volatility over the last 1 month. Our approach to predicting volatility of a etf is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free which you can use to evaluate future volatility of the entity. Please utilize ETFS Bloomberg All Mean Deviation of 0.4252 to check if our risk estimates are consistent with your expectations. The organization shows Beta (market volatility) of 0.2032 which denotes to the fact that as returns on market increase, ETFS Bloomberg returns are expected to increase less than the market. However during bear market, the loss on holding ETFS Bloomberg will be expected to be smaller as well.. Although it is extremely important to respect ETFS Bloomberg All historical returns, it is better to be realistic regarding the information on equity current trending patterns. The approach to predicting future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining ETFS Bloomberg All technical indicators you can today evaluate if the expected return of 0.2225% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.74 

Good predictability

ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free has good predictability. Overlapping area represents the amount of predictability between ETFS Bloomberg time series from December 22, 2017 to January 6, 2018 and January 6, 2018 to January 21, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ETFS Bloomberg All price movement. The serial correlation of 0.74 indicates that around 74.0% of current ETFS Bloomberg price fluctuation can be explain by its past prices.
Correlation Coefficient 0.74
Spearman Rank Test 0.71
Price Variance 0.02
Lagged Price Variance 0.08

ETFS Bloomberg Lagged Returns

 Regressed Prices 
      Timeline 

ETFS Bloomberg Performance vs DOW

The median price of ETFS Bloomberg for the period between Fri, Dec 22, 2017 and Sun, Jan 21, 2018 is 25.9716 with a coefficient of variation of 2.22. The daily time series for the period is distributed with a sample standard deviation of 0.57, arithmetic mean of 25.72, and mean deviation of 0.49. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline