ClaymoreDelta Global Backtesting

ClaymoreDelta Global Shipping -- USA Etf  

USD 10.55  0.10  0.94%

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

ClaymoreDelta Global 'What if' Analysis

February 21, 2018
No Change 0.00  0.0%
In 31 days
March 23, 2018
If you would invest  0.00  in ClaymoreDelta Global on February 21, 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, iShares US, SPDR SP, and PowerShares Preferred. 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


ClaymoreDelta Global Market Premium Indicators

ClaymoreDelta Global lagged returns against current returns

 Current and Lagged Values 

ClaymoreDelta Global regressed lagged prices vs. current prices

 Current vs Lagged Prices 

ClaymoreDelta Global Backtested Returns

Macroaxis considers ClaymoreDelta Global to be not very risky. ClaymoreDelta Global secures Sharpe Ratio (or Efficiency) of -0.1571 which signifies that ClaymoreDelta Global had -0.1571% 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 0.928 and Risk Adjusted Performance of 0.17 to double-check risk estimate we provide. The organization shows Beta (market volatility) of -0.1384 which signifies that as returns on market increase, returns on owning ClaymoreDelta Global are expected to decrease at a much smaller rate. During bear market, ClaymoreDelta Global is likely to outperform the market.. 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 0.46 

Average predictability

ClaymoreDelta Global Shipping has average predictability. Overlapping area represents the amount of predictability between ClaymoreDelta Global time series from February 21, 2018 to March 8, 2018 and March 8, 2018 to March 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 ClaymoreDelta Global price movement. The serial correlation of 0.46 indicates that about 46.0% of current ClaymoreDelta Global price fluctuation can be explain by its past prices.
Correlation Coefficient 0.46
Spearman Rank Test 0.34
Price Variance 0.02
Lagged Price Variance 0.03

ClaymoreDelta Global Lagged Returns

 Regressed Prices 

ClaymoreDelta Global Performance vs DOW

The median price of ClaymoreDelta Global for the period between Wed, Feb 21, 2018 and Fri, Mar 23, 2018 is 10.85 with a coefficient of variation of 1.51. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 10.89, and mean deviation of 0.13. The Etf received some media coverage during the period.
 Price Growth (%)  
Choppy Seas For The Guggenheim Shipping ETF03/05/2018