ETFS Bloomberg Performance

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

USD 25.5  0.00  0.00%

The organization shows Beta (market volatility) of 0.0467 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 Energy 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 Energy technical indicators you can today evaluate if the expected return of 0.187% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

ETFS Bloomberg Energy Relative Risk vs. Return Landscape

If you would invest  2,502  in ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free on December 17, 2017 and sell it today you would earn a total of  48  from holding ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free or generate 1.92% return on investment over 30 days. ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free is generating 0.187% of daily returns assuming volatility of 1.7706% on return distribution over 30 days investment horizon. In other words, 16% of equities are less volatile than the company and above 97% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free is expected to generate 1.13 times less return on investment than the market. In addition to that, the company is 4.6 times more volatile than its market benchmark. It trades about 0.11 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.55 per unit of volatility.

ETFS Bloomberg Daily Price Distribution

The median price of ETFS Bloomberg for the period between Sun, Dec 17, 2017 and Tue, Jan 16, 2018 is 24.245 with a coefficient of variation of 2.3. The daily time series for the period is distributed with a sample standard deviation of 0.56, arithmetic mean of 24.5, and mean deviation of 0.49. The Etf did not receive any noticable media coverage during the period.

One Month Efficiency

ETFS Bloomberg Sharpe Ratio = 0.1056
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Estimated Market Risk

 1.77
  actual daily
 
 84 %
of total potential
  

Expected Return

 0.19
  actual daily
 
 3 %
of total potential
  

Risk-Adjusted Return

 0.11
  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.