iPath US Performance

STPP -- USA Etf  

USD 29.90  0.20  0.66%

The entity maintains market beta of 0.0054 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.. Even though it is essential to pay attention to iPath US Treasury historical price patterns, it is always good to be careful when utilizing equity current price history. Macroaxis philosophy towards determining future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. iPath US Treasury exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

iPath US Treasury Relative Risk vs. Return Landscape

If 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.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, iPath US Treasury Steepener ETN is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.13 times less risky than the market. the firm trades about -0.29 of its potential returns per unit of risk. The DOW is currently generating roughly 0.03 of returns per unit of risk over similar time horizon.

iPath US Market Risk Analysis

Sharpe Ratio = -0.2852
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iPath US Relative Performance Indicators

Estimated Market Risk
 0.56
  actual daily
 
 95 %
of total potential
  
Expected Return
 -0.16
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.29
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average iPath US is performing at about 0% 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.

Performance Rating

iPath US Treasury Steepener ETN Risk Adjusted Performance Analysis
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Risk-Adjusted Performance

Over the last 30 days iPath US Treasury Steepener ETN has generated negative risk-adjusted returns adding no value to investors with long positions.

iPath US Alerts

Equity Alerts and Improvement Suggestions
iPath US Treasury generates negative expected return over the last 30 days
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 -3.0%
This fund maintains all of the assets in different exotic instruments
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