|Horizon||30 Days Login to change|
ClaymoreDelta Global Relative Risk vs. Return LandscapeIf you would invest 994.50 in ClaymoreDelta Global Shipping on September 16, 2018 and sell it today you would lose (16.50) from holding ClaymoreDelta Global Shipping or give up 1.66% of portfolio value over 30 days. ClaymoreDelta Global Shipping is generating negative expected returns assuming volatility of 1.2685% on return distribution over 30 days investment horizon. In other words, 11% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
ClaymoreDelta Global Market Risk Analysis
Sharpe Ratio = -0.0512
ClaymoreDelta Global Relative Performance Indicators