ETFS Bloomberg Performance

ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr -- USA Etf  

USD 27.04  0.13  0.48%

The organization shows Beta (market volatility) of -0.0107 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.. 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 0.0695% 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  2,623  in ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr on March 22, 2018 and sell it today you would earn a total of  68.00  from holding ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr or generate 2.59% return on investment over 30 days. ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr is generating 0.0695% of daily returns assuming volatility of 0.6706% on return distribution over 30 days investment horizon. In other words, 6% 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 0.47 times more return on investment than the market. However, the company is 2.11 times less risky than the market. It trades about 0.1 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of risk.

Performance Rating

ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr Risk Adjusted Performance Analysis
6 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days.

2 Months Efficiency

ETFS Bloomberg Sharpe Ratio = 0.1037
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashBCDAverage
Risk
High
Risk
Huge
Risk
Negative Returns
Estimated Market Risk
 0.67
  actual daily
 
 94 %
of total potential
  
Expected Return
 0.07
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.1
  actual daily
 
 6 %
of total potential
  
Based on monthly moving average ETFS Bloomberg is performing at about 6% 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.
Check also Trending Equities. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.