ETFS Bloomberg Risk Analysis

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

USD 24.08  0.01  0.04%

Macroaxis considers ETFS Bloomberg to be unknown risk. ETFS Bloomberg Energy secures Sharpe Ratio (or Efficiency) of -0.4711 which denotes ETFS Bloomberg Energy had -0.4711% of return per unit of return volatility over the last 1 month. Macroaxis approach to predicting risk of any etf is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm ETFS Bloomberg Energy Mean Deviation of 0.6848 to check risk estimate we provide.
Investment Horizon     30 Days    Login   to change

ETFS Bloomberg Market Sensitivity

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.
One Month Beta |Analyze ETFS Bloomberg Energy Demand Trend
Check current 30 days ETFS Bloomberg correlation with market (DOW)
β = 0.0411
ETFS Bloomberg Small BetaETFS Bloomberg Energy Beta Legend

Projected Return Density Against Market

Considering 30-days investment horizon, ETFS Bloomberg has beta of 0.0411 . This suggests as returns on market go up, ETFS Bloomberg average returns are expected to increase less than the benchmark. However during bear market, the loss on holding ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free will be expected to be much smaller as well. Moreover, ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free has an alpha of 0.1511 implying that it can potentially generate 0.1511% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Considering 30-days investment horizon, the coefficient of variation of ETFS Bloomberg is -212.28. The daily returns are destributed with a variance of 0.41 and standard deviation of 0.64. The mean deviation of ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free is currently at 0.47. For similar time horizon, the selected benchmark (DOW) has volatility of 0.23
α
Alpha over DOW
= 0.15 
βBeta against DOW= 0.0411 
σ
Overall volatility
= 0.64 
 IrInformation ratio = 0.0272 

Actual Return Volatility

ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free has volatility of 0.6424% on return distribution over 30 days investment horizon. DOW inherits 0.2342% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

ETFS Bloomberg Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Largest Trends

ETFS Bloomberg Largest Period Trend

Investment Outlook

ETFS Bloomberg Investment Opportunity
ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free has a volatility of 0.64 and is 2.78 times more volatile than DOW. 6% of all equities and portfolios are less risky than ETFS Bloomberg. Compared to the overall equity markets, volatility of historical daily returns of ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free is lower than 6 (%) of all global equities and portfolios over the last 30 days. Use ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free to enhance returns of your portfolios. The etf experiences normal upward fluctuation. Check odds of ETFS Bloomberg to be traded at $25.28 in 30 days. 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.

ETFS Bloomberg correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding ETFS Bloomberg Energy Commodit and equity matching DJI index in the same portfolio.

Volatility Indicators

ETFS Bloomberg Current Risk Indicators