Crude Oil Performance

Crude Oil Strategy Proshares -- USA Etf  

USD 19.78  0.23  1.15%

The organization shows Beta (market volatility) of -2.5241 which signifies that as returns on market increase, returns on owning Crude Oil are expected to decrease by larger amounts. On the other hand, during market turmoil, Crude Oil is expected to significantly outperform it.. Although it is extremely important to respect Crude Oil Strategy historical returns, it is better to be realistic regarding the information on equity current trending patternss. The philosophy towards foreseeing 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 analyzing Crude Oil Strategy technical indicators you can presently evaluate if the expected return of 0.1224% will be sustainable into the future.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  1,927  in Crude Oil Strategy Proshares on September 19, 2017 and sell it today you would earn a total of  51  from holding Crude Oil Strategy Proshares or generate 2.65% return on investment over 30 days. Crude Oil Strategy Proshares is currenly generating 0.1224% of daily expected returns and assumes 1.3562% risk (volatility on return distribution) over the 30 days horizon. In different words, 12% of equities are less volatile than Crude Oil Strategy Proshares 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, Crude Oil Strategy Proshares is expected to generate 1.03 times less return on investment than the market. In addition to that, the company is 5.89 times more volatile than its market benchmark. It trades about 0.09 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.55 per unit of volatility.

Crude Oil Realized Returns

Crude Oil Daily Price Distribution

The median price of Crude Oil for the period between Tue, Sep 19, 2017 and Thu, Oct 19, 2017 is 19.61 with a coefficient of variation of 1.6. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 19.65, and mean deviation of 0.26. The Etf received some media coverage during the period.
6 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Crude Oil Strategy Proshares are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Crude Oil Sharpe Ratio = 0.0903
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Estimated Market Risk

 1.36
  actual daily
 
 88 %
of total potential
  

Expected Return

 0.12
  actual daily
 
 2 %
of total potential
  

Risk-Adjusted Return

 0.09
  actual daily
 
 6 %
of total potential
  
Based on monthly moving average Crude Oil 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 Crude Oil by adding it to a well-diversified portfolio.