ETFS Bloomberg Backtesting

BCI -- USA Etf  

USD 24.23  0.20  0.82%

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.
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

ETFS Bloomberg 'What if' Analysis

May 24, 2018
0.00
No Change 0.00  0.0%
In 31 days
June 23, 2018
0.00
If you would invest  0.00  in ETFS Bloomberg on May 24, 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 30 days. ETFS Bloomberg is related to or competes with UBS ETRACS, VelocityShares 3x, ClaymoreDelta Global, ARK Web, Direxion Daily, UBS ETRACS, and Direxion Technolo. The investment seeks to provide a total return designed to exceed the performance of the Bloomberg Commodity IndexSM whi...

ETFS Bloomberg Upside/Downside Indicators

Maximum Drawdown2.24
Value At Risk1.23
Potential Upside0.5561
  

ETFS Bloomberg Market Premium Indicators

Risk Adjusted Performance0.01

ETFS Bloomberg All Backtested Returns

Macroaxis considers ETFS Bloomberg to be not too risky. ETFS Bloomberg All secures Sharpe Ratio (or Efficiency) of -0.3297 which denotes ETFS Bloomberg All had -0.3297% of return per unit of return volatility over the last 1 month. 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-one 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 0.4903 to check risk estimate we provide. The organization shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and ETFS Bloomberg are completely uncorrelated. 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-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.81 

Very good predictability

ETFS Bloomberg All Commodity Strt K 1 Fr has very good predictability. Overlapping area represents the amount of predictability between ETFS Bloomberg time series from May 24, 2018 to June 8, 2018 and June 8, 2018 to June 23, 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 0.81 indicates that around 81.0% of current ETFS Bloomberg price fluctuation can be explain by its past prices.
Correlation Coefficient 0.81
Spearman Rank Test 0.75
Price Variance 0.15
Lagged Price Variance 0.03

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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Headlines Timeline

Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
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Pair Correlation

Equities Pair Trading Analysis
Correlation analysis and pair trading evaluation for ETFS Bloomberg and UBS ETRACS ProShares. 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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.