ETFS Bloomberg Backtesting

BCI -- USA Etf  

USD 22.83  0.0021  0.0092%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of ETFS Bloomberg All Commodity Strt K 1 Fr 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.
Horizon     30 Days    Login   to change
SymbolX
Backtest

ETFS Bloomberg 'What if' Analysis

October 16, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
December 15, 2018
0.00
If you would invest  0.00  in ETFS Bloomberg on October 16, 2018 and sell it all today you would earn a total of 0.00 from holding ETFS Bloomberg All Commodity Strt K 1 Fr or generate 0.0% return on investment in ETFS Bloomberg over 60 days. ETFS Bloomberg is related to or competes with PowerShares, iShares SP, iPath Bloomberg, iShares Commodities, ELEMENTS Rogers, First Trust, and ETFS Bloomberg. The investment seeks to provide a total return designed to exceed the performance of the Bloomberg Commodity IndexSM whi...

ETFS Bloomberg Upside/Downside Indicators

Information Ratio0.0531
Maximum Drawdown5.97
Value At Risk(1.49)
Potential Upside1.62
  

ETFS Bloomberg Market Premium Indicators

Risk Adjusted Performance(0.07)
Jensen Alpha(0.048776)
Total Risk Alpha0.0233
Treynor Ratio(0.48)

ETFS Bloomberg All Backtested Returns

Macroaxis considers ETFS Bloomberg to be not too volatile. ETFS Bloomberg All secures Sharpe Ratio (or Efficiency) of -0.1294 which denotes ETFS Bloomberg All had -0.1294% of return per unit of return volatility over the last 2 months. Macroaxis approach to predicting risk of any etf is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. ETFS Bloomberg All Commodity Strt K 1 Fr exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm ETFS Bloomberg All Mean Deviation of 0.6233 to check risk estimate we provide. The organization shows Beta (market volatility) of 0.1329 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.. Even though it is essential to pay attention to ETFS Bloomberg All historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis approach to predicting 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. ETFS Bloomberg All Commodity Strt K 1 Fr exposes twenty-eight different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.44 
correlation synergy

Average predictability

ETFS Bloomberg All Commodity Strt K 1 Fr has average predictability. Overlapping area represents the amount of predictability between ETFS Bloomberg time series from October 16, 2018 to November 15, 2018 and November 15, 2018 to December 15, 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 0.44 indicates that just about 44.0% of current ETFS Bloomberg price fluctuation can be explain by its past prices.
Correlation Coefficient0.44
Spearman Rank Test0.25
Residual Average0.0
Price Variance0.06

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 
      Timeline 

ETFS Bloomberg Lagged Returns

 Regressed Prices 
      Timeline 

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ETFS Bloomberg Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for ETFS Bloomberg and PowerShares DB Commo. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
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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. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
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