ETFS Bloomberg Performance

ETFS Bloomberg All Commodity Strt K 1 Fr -- USA Etf  

USD 24.22  0.22  0.90%

The organization shows Beta (market volatility) of -0.0944 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 Commodity Strt K 1 Fr exposes twenty-eight 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  2,448  in ETFS Bloomberg All Commodity Strt K 1 Fr on February 21, 2018 and sell it today you would lose (25.99)  from holding ETFS Bloomberg All Commodity Strt K 1 Fr or give up 1.06% of portfolio value over 30 days. ETFS Bloomberg All Commodity Strt K 1 Fr is generating negative expected returns assuming volatility of 0.5793% 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 Commodity Strt K 1 Fr is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.61 times less risky than the market. the firm trades about -0.08 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 of returns per unit of risk over similar time horizon.

ETFS Bloomberg Daily Price Distribution

The median price of ETFS Bloomberg for the period between Wed, Feb 21, 2018 and Fri, Mar 23, 2018 is 24.4799 with a coefficient of variation of 0.78. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 24.47, and mean deviation of 0.15. The Etf did not receive any noticable media coverage during the period.

Risk-Adjusted Performance

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

One Month Efficiency

ETFS Bloomberg Sharpe Ratio = -0.081
Good Returns
Average Returns
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Negative ReturnsBCI

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.