iPath Seasonal Performance

iPath Seasonal Natural Gas ETN -- USA iPath Seasonal Natural Gas ETN  

USD 16.70  0.00  0.00%

The entity maintains market beta of 0.0759 which attests that as returns on market increase, iPath Seasonal returns are expected to increase less than the market. However during bear market, the loss on holding iPath Seasonal will be expected to be smaller as well.. Although it is extremely important to respect iPath Seasonal Natural historical price patterns, it is better to be realistic regarding the information on equity current price history. The philosophy towards determining future performance of any ipath seasonal natural gas etn is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining iPath Seasonal Natural technical indicators you can presently evaluate if the expected return of 0.1259% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

iPath Seasonal Natural Relative Risk vs. Return Landscape

If you would invest  1,629  in iPath Seasonal Natural Gas ETN on March 22, 2018 and sell it today you would earn a total of  41.00  from holding iPath Seasonal Natural Gas ETN or generate 2.52% return on investment over 30 days. iPath Seasonal Natural Gas ETN is currenly generating 0.1259% of daily expected returns and assumes 0.5621% risk (volatility on return distribution) over the 30 days horizon. In different words, 5% of equities are less volatile than iPath Seasonal Natural Gas ETN and 98% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, iPath Seasonal Natural Gas ETN is expected to generate 0.4 times more return on investment than the market. However, the company is 2.51 times less risky than the market. It trades about 0.22 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of risk.

Performance Rating

iPath Seasonal Natural Gas ETN Risk Adjusted Performance Analysis
14 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in iPath Seasonal Natural Gas ETN are ranked lower than 14 (%) of all global equities and portfolios over the last 30 days.

2 Months Efficiency

iPath Seasonal Sharpe Ratio = 0.2239
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Estimated Market Risk
 0.56
  actual daily
 
 95 %
of total potential
  
Expected Return
 0.13
  actual daily
 
 2 %
of total potential
  
Risk-Adjusted Return
 0.22
  actual daily
 
 14 %
of total potential
  
Based on monthly moving average iPath Seasonal 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 iPath Seasonal by adding it to a well-diversified portfolio.
Additionally see Investing Opportunities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.