ETFS Bloomberg Performance

ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free -- USA Etf  

USD 26.27  0.05  0.19%

The organization shows Beta (market volatility) of 0.2032 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.. Although it is extremely important to respect ETFS Bloomberg All historical returns, it is better to be realistic regarding the information on equity current trending patterns. The approach to predicting future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining ETFS Bloomberg All technical indicators you can today evaluate if the expected return of 0.1456% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

ETFS Bloomberg All Relative Risk vs. Return Landscape

If you would invest  2,567  in ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free on December 23, 2017 and sell it today you would earn a total of  60  from holding ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free or generate 2.34% return on investment over 30 days. ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free is generating 0.1456% of daily returns assuming volatility of 0.4871% on return distribution over 30 days investment horizon. In other words, 4% of equities are less volatile than the company and above 98% 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 Commodity Longer Dated Strategy K-1 Free is expected to generate 2.0 times less return on investment than the market. In addition to that, the company is 1.05 times more volatile than its market benchmark. It trades about 0.3 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.63 per unit of volatility.

ETFS Bloomberg Daily Price Distribution

The median price of ETFS Bloomberg for the period between Sat, Dec 23, 2017 and Mon, Jan 22, 2018 is 25.9716 with a coefficient of variation of 2.22. The daily time series for the period is distributed with a sample standard deviation of 0.57, arithmetic mean of 25.72, and mean deviation of 0.49. The Etf did not receive any noticable media coverage during the period.
19 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free are ranked lower than 19 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

ETFS Bloomberg Sharpe Ratio = 0.2989
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Estimated Market Risk

 0.49
  actual daily
 
 96 %
of total potential
  

Expected Return

 0.15
  actual daily
 
 2 %
of total potential
  

Risk-Adjusted Return

 0.3
  actual daily
 
 19 %
of total potential
  
Based on monthly moving average ETFS Bloomberg is performing at about 19% 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.