iPath US Performance

STPP -- USA Etf  

USD 30.89  0.0046  0.0149%

The entity maintains market beta of 0.2092 which attests that as returns on market increase, iPath US returns are expected to increase less than the market. However during bear market, the loss on holding iPath US will be expected to be smaller as well.. Although it is extremely important to respect iPath US Treasury 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 etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining iPath US Treasury technical indicators you can presently evaluate if the expected return of 0.0831% will be sustainable into the future.
Horizon     30 Days    Login   to change

iPath US Treasury Relative Risk vs. Return Landscape

If you would invest  3,031  in iPath US Treasury Steepener ETN on September 21, 2018 and sell it today you would earn a total of  57.54  from holding iPath US Treasury Steepener ETN or generate 1.9% return on investment over 30 days. iPath US Treasury Steepener ETN is currently generating 0.0831% of daily expected returns and assumes 0.5156% risk (volatility on return distribution) over the 30 days horizon. In different words, 4% of equities are less volatile than iPath US Treasury Steepener ETN and 99% 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 US Treasury Steepener ETN is expected to generate 0.5 times more return on investment than the market. However, the company is 2.02 times less risky than the market. It trades about 0.16 of its potential returns per unit of risk. The DOW is currently generating roughly -0.21 per unit of risk.

iPath US Market Risk Analysis

Sharpe Ratio = 0.1611
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iPath US Relative Performance Indicators

Estimated Market Risk
 0.52
  actual daily
 
 96 %
of total potential
  
Expected Return
 0.08
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.16
  actual daily
 
 10 %
of total potential
  
Based on monthly moving average iPath US is performing at about 10% 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 US by adding it to a well-diversified portfolio.

iPath US Performance Rating

iPath US Treasury Steepener ETN Risk Adjusted Performance Analysis

10 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in iPath US Treasury Steepener ETN are ranked lower than 10 (%) of all global equities and portfolios over the last 30 days.

iPath US Alerts

Equity Alerts and Improvement Suggestions

iPath US Treasury has high likelihood to experience some financial distress in the next 2 years
iPath US Treasury Steepener ETN created five year return of -5.0%
This fund maintains all of the assets in different exotic instruments

iPath US Performance Indicators

iPath US Treasury Basic Price Performance Measures

Fifty Two Week Low29.0600
Fifty Two Week High35.4900
Also please take a look at World Market Map. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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