|Time Horizon||30 Days Login to change|
iPath US Treasury Relative Risk vs. Return LandscapeIf you would invest 3,063 in iPath US Treasury Steepener ETN on June 18, 2018 and sell it today you would lose (72.66) from holding iPath US Treasury Steepener ETN or give up 2.37% of portfolio value over 30 days. iPath US Treasury Steepener ETN is currently does not generate positive expected returns and assumes 0.5557% risk (volatility on return distribution) over the 30 days horizon. In different words, 5% 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.
iPath US Market Risk Analysis
Sharpe Ratio = -0.2852