|Time Horizon||30 Days Login to change|
iPath Pure Beta Relative Risk vs. Return LandscapeIf you would invest 2,964 in iPath Pure Beta Broad Commodity ETN on June 19, 2018 and sell it today you would lose (104.85) from holding iPath Pure Beta Broad Commodity ETN or give up 3.54% of portfolio value over 30 days. iPath Pure Beta Broad Commodity ETN is generating negative expected returns assuming volatility of 0.7663% on return distribution over 30 days investment horizon. In other words, 7% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
iPath Pure Market Risk Analysis
Sharpe Ratio = -0.2098