ETFS Bloomberg Performance

ETFS Bloomberg Engy Lngr Dtd Strt K 1Fr -- USA Etf  

USD 25.36  0.00  0.00%

The organization shows Beta (market volatility) of -0.1224 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 Engy 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 Engy technical indicators you can today evaluate if the expected return of 0.2445% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

ETFS Bloomberg Engy Relative Risk vs. Return Landscape

If you would invest  2,488  in ETFS Bloomberg Engy Lngr Dtd Strt K 1Fr on February 15, 2018 and sell it today you would earn a total of  48.00  from holding ETFS Bloomberg Engy Lngr Dtd Strt K 1Fr or generate 1.93% return on investment over 30 days. ETFS Bloomberg Engy Lngr Dtd Strt K 1Fr is generating 0.2445% of daily returns assuming volatility of 1.1152% on return distribution over 30 days investment horizon. In other words, 10% of equities are less volatile than the company and above 96% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, ETFS Bloomberg Engy Lngr Dtd Strt K 1Fr is expected to generate 1.17 times more return on investment than the market. However, the company is 1.17 times more volatile than its market benchmark. It trades about 0.22 of its potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of risk.

ETFS Bloomberg Daily Price Distribution

The median price of ETFS Bloomberg for the period between Thu, Feb 15, 2018 and Sat, Mar 17, 2018 is 25.6 with a coefficient of variation of 3.15. The daily time series for the period is distributed with a sample standard deviation of 0.8, arithmetic mean of 25.51, and mean deviation of 0.64. The Etf did not receive any noticable media coverage during the period.

One Month Efficiency

ETFS Bloomberg Sharpe Ratio = 0.2193
Good Returns
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Estimated Market Risk

  actual daily
 90 %
of total potential

Expected Return

  actual daily
 4 %
of total potential

Risk-Adjusted Return

  actual daily
 14 %
of total potential
Based on monthly moving average ETFS Bloomberg is performing at about 14% 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.