ClaymoreDelta Global Backtesting

SEA -- USA Etf  

USD 10.86  0.07  0.65%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of ClaymoreDelta Global Shipping and determine expected loss or profit from investing in ClaymoreDelta Global over given investment horizon. Also please take a look at ClaymoreDelta Global Hype Analysis, ClaymoreDelta Global Correlation, Portfolio Optimization, ClaymoreDelta Global Volatility as well as analyze ClaymoreDelta Global Alpha and Beta and ClaymoreDelta Global Performance.
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

ClaymoreDelta Global 'What if' Analysis

May 20, 2018
0.00
No Change 0.00  0.0%
In 30 days
June 19, 2018
0.00
If you would invest  0.00  in ClaymoreDelta Global on May 20, 2018 and sell it all today you would earn a total of 0.00 from holding ClaymoreDelta Global Shipping or generate 0.0% return on investment in ClaymoreDelta Global over 30 days. ClaymoreDelta Global is related to or competes with Vanguard Dividend, Vanguard High, iShares Select, SPDR SP, iShares US, PowerShares Preferred, and ISHARES DJ. The investment seeks to track the price and yield performance, before fees and expenses, of the Delta Global Shipping in...

ClaymoreDelta Global Upside/Downside Indicators

Information Ratio0.10
Maximum Drawdown5.49
Value At Risk1.94
Potential Upside1.41
  

ClaymoreDelta Global Market Premium Indicators

Risk Adjusted Performance0.01

ClaymoreDelta Global Backtested Returns

Macroaxis considers ClaymoreDelta Global to be not very risky. ClaymoreDelta Global secures Sharpe Ratio (or Efficiency) of -0.1272 which signifies that ClaymoreDelta Global had -0.1272% of return per unit of standard deviation over the last 1 month. Macroaxis philosophy in foreseeing 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. ClaymoreDelta Global Shipping exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm ClaymoreDelta Global Mean Deviation of 0.8217 and Risk Adjusted Performance of 0.01 to double-check risk estimate we provide. The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and ClaymoreDelta Global are completely uncorrelated. Even though it is essential to pay attention to ClaymoreDelta Global historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing 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. ClaymoreDelta Global Shipping exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.07 

Virtually no predictability

ClaymoreDelta Global Shipping has virtually no predictability. Overlapping area represents the amount of predictability between ClaymoreDelta Global time series from May 20, 2018 to June 4, 2018 and June 4, 2018 to June 19, 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 ClaymoreDelta Global price movement. The serial correlation of 0.07 indicates that barely 7.0% of current ClaymoreDelta Global price fluctuation can be explain by its past prices.
Correlation Coefficient 0.07
Spearman Rank Test -0.03
Price Variance 0.01
Lagged Price Variance 0.01

ClaymoreDelta Global lagged returns against current returns

 Current and Lagged Values 
      Timeline 

ClaymoreDelta Global regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

ClaymoreDelta Global Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - SEA

ClaymoreDelta Global Investor Sentiment
Greater number of Macroaxis users are at this time bullish on ClaymoreDelta Global Shipping. What is your opinion about investing in ClaymoreDelta Global Shipping? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Also please take a look at ClaymoreDelta Global Hype Analysis, ClaymoreDelta Global Correlation, Portfolio Optimization, ClaymoreDelta Global Volatility as well as analyze ClaymoreDelta Global Alpha and Beta and ClaymoreDelta Global Performance. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.