ETFS Bloomberg Performance

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

USD 24.76  0.11  0.45%

The organization shows Beta (market volatility) of -0.392 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 0.151% 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  2,406  in ETFS Bloomberg All Commodity Strategy K-1 Free on December 24, 2017 and sell it today you would earn a total of  69.67  from holding ETFS Bloomberg All Commodity Strategy K-1 Free or generate 2.9% return on investment over 30 days. ETFS Bloomberg All Commodity Strategy K-1 Free is generating 0.151% of daily returns assuming volatility of 0.37% on return distribution over 30 days investment horizon. In other words, 3% 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 Strategy K-1 Free is expected to generate 1.93 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.25 times less risky than the market. It trades about 0.41 of its potential returns per unit of risk. The DOW is currently generating roughly 0.63 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 Sun, Dec 24, 2017 and Tue, Jan 23, 2018 is 24.53 with a coefficient of variation of 1.59. The daily time series for the period is distributed with a sample standard deviation of 0.39, arithmetic mean of 24.36, and mean deviation of 0.31. The Etf received some media coverage during the period.
26 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in ETFS Bloomberg All Commodity Strategy K-1 Free are ranked lower than 26 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

ETFS Bloomberg Sharpe Ratio = 0.408
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Estimated Market Risk

 0.37
  actual daily
 
 97 %
of total potential
  

Expected Return

 0.15
  actual daily
 
 2 %
of total potential
  

Risk-Adjusted Return

 0.41
  actual daily
 
 26 %
of total potential
  
Based on monthly moving average ETFS Bloomberg is performing at about 26% 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.