ETFS Bloomberg Performance

ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr -- USA Etf  

USD 26.08  0.02  0.0766%

The organization shows Beta (market volatility) of -0.0712 which denotes to the fact that as returns on market increase, returns on owning ETFS Bloomberg are expected to decrease at a much smaller rate. During bear market, ETFS Bloomberg is likely to outperform the market.. 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 CmdtyLngrDtdStrtK 1Fr exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

ETFS Bloomberg All Relative Risk vs. Return Landscape

If you would invest  2,627  in ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr on February 16, 2018 and sell it today you would lose (17.00)  from holding ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr or give up 0.65% of portfolio value over 30 days. ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr is generating negative expected returns assuming volatility of 0.5479% on return distribution over 30 days investment horizon. In other words, 5% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr is expected to generate 0.57 times more return on investment than the market. However, the company is 1.75 times less risky than the market. It trades about -0.06 of its potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of risk.

ETFS Bloomberg Daily Price Distribution

The median price of ETFS Bloomberg for the period between Fri, Feb 16, 2018 and Sun, Mar 18, 2018 is 26.24 with a coefficient of variation of 0.73. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 26.24, and mean deviation of 0.14. The Etf received some media coverage during the period.

Risk-Adjusted Performance

Over the last 30 days ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

ETFS Bloomberg Sharpe Ratio = -0.0598
Good Returns
Average Returns
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Negative ReturnsBCD

Estimated Market Risk

  actual daily
 95 %
of total potential

Expected Return

  actual daily
 1 %
of total potential

Risk-Adjusted Return

  actual daily
 1 %
of total potential
Based on monthly moving average ETFS Bloomberg is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ETFS Bloomberg by adding it to a well-diversified portfolio.