ETFS Bloomberg Performance

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

USD 24.88  0.00  0.00%

The organization shows Beta (market volatility) of -0.1667 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 Energy 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 Energy Commodity Longer Dated Strategy K-1 Free exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

ETFS Bloomberg Energy Relative Risk vs. Return Landscape

If you would invest  2,550  in ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free on January 21, 2018 and sell it today you would lose (62.00)  from holding ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free or give up 2.43% of portfolio value over 30 days. ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free is generating negative expected returns assuming volatility of 1.9213% on return distribution over 30 days investment horizon. In other words, 17% 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 Energy Commodity Longer Dated Strategy K-1 Free is expected to generate 1.1 times more return on investment than the market. However, the company is 1.1 times more volatile than its market benchmark. It trades about -0.06 of its potential returns per unit of risk. The DOW is currently generating roughly -0.1 per unit of risk.

ETFS Bloomberg Daily Price Distribution

The median price of ETFS Bloomberg for the period between Sun, Jan 21, 2018 and Tue, Feb 20, 2018 is 25.5 with a coefficient of variation of 3.04. The daily time series for the period is distributed with a sample standard deviation of 0.78, arithmetic mean of 25.57, and mean deviation of 0.57. The Etf did not receive any noticable media coverage during the period.
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Risk-Adjusted Performance

Over the last 30 days ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

ETFS Bloomberg Sharpe Ratio = -0.0583
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Estimated Market Risk

 1.92
  actual daily
 
 83 %
of total potential
  

Expected Return

 -0.11
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.06
  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.