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Theme Landscape

Investment horizon:

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This theme covers funds or etfs investing in energy sector, natural resources, and ecology in USA. To change this theme or its current investment horizon please use the panel above and then hit the 'Set Theme' button to continue

Risk and return landscape for Energy

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Theme Equities

Hypothetical Portfolio

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Daily Expected Return (%)

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Risk [Daily Volatility] (%)

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Assets rated by market efficiency

		Efficiency (Sharpe Ratio)	Risk (Volatility)	Expected Return	Current Price
ICBMX	ICON Materials S	0.07%	0.92%	0.06%	12.55	Strong Buy
MLPLX	Oppenheimer SteelPath MLP Alpha Plus A	0.07%	0.92%	0.05%	11.41	Strong Buy
MLPMX	Oppenheimer SteelPath MLP Alpha Plus C	0.07%	0.91%	0.06%	11.33	Strong Buy
MLPNX	Oppenheimer SteelPath MLP Alpha Plus I	0.07%	0.91%	0.05%	11.46	Strong Buy
IMLPX	MainGate MLP I	0.14%	0.68%	0.08%	11.79	Strong Buy
AMLPX	MainGate MLP A	0.14%	0.67%	0.08%	11.71	Strong Buy
PYZ	PowerShares Dynamic Basic Materials	0.15%	0.94%	0.13%	44.09	Strong Buy
FRAK	Market Vectors Unconventl Oil Gas ETF	0.18%	1.16%	0.20%	25.97	Strong Buy
MLPW	UBS ETRACS MLP Wells Fargo ETN	0.22%	1.00%	0.21%	32.39	Strong Buy
PXI	PowerShares Dynamic Energy	0.30%	0.97%	0.28%	49.51	Strong Buy
AWTIX	AllianzGI Global Water Institutional	0.31%	0.70%	0.21%	11.02	Strong Buy
DWEIX	Dynamic Energy Income I	0.32%	0.65%	0.20%	12.42	Strong Buy
TREIX	Thrivent Natural Resources I	0.34%	0.94%	0.31%	9.45	Strong Buy
INFIX	FAMCO MLP Energy Income I	0.37%	0.74%	0.26%	12.08	Strong Buy
WCOMX	WorldCommodity	0.38%	0.51%	0.19%	9.41	Buy

* Advice is based on 30 days investment horizon and default level of risk. Use Portfolio Analizer to fine-tune all your assumptions. Check your current assumptions here

Total return distribution analysis

Predicted Return Density

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Returns

Market

Portfolio

Distribution Greeks

Alpha (Return Over Market)

(0.09)

Beta (Market Sensitivity)

0.54

Efficiency (Sharpe Ratio)

(0.25)

Risk (Volatility)

0.67

Expected Return

(0.16)

Technical analysis of total daily returns

Risk Adjusted Performance	(0.20)
Market Risk Adjusted Performance	(0.23)
Mean Deviation	0.4201
Semi-Deviation	0.7026
Downside Deviation	0.6022
Coefficient Of Variation	(437.14)
Standard Deviation	0.5154
Variance	0.2656
Information Ratio	0.01
Jensen Alpha	(0.06)
Total Risk Alpha	(0.05)
Sortino Ratio	0.0085
Treynor Ratio	(0.24)
Maximum Drawdown	1.68
Value At Risk	(0.91)

Energy Correlation Analysis

	ICBMX	MLPLX	FRAK	MLPMX	PXI	DWEIX	AWTIX	MLPNX	INFIX	WCOMX	IMLPX	PYZ	AMLPX	TREIX
ICBMX		0.37	0.76	0.36	0.87	0.78	0.83	0.37	0.51	0.59	0.41	0.93	0.39	0.82
MLPLX	0.37		0.3	1.0	0.5	0.65	0.43	1.0	0.89	0.09	0.98	0.39	0.98	0.36
FRAK	0.76	0.3		0.27	0.85	0.73	0.78	0.3	0.45	0.64	0.37	0.74	0.35	0.78
MLPMX	0.36	1.0	0.27		0.48	0.65	0.41	1.0	0.89	0.08	0.98	0.38	0.98	0.34
PXI	0.87	0.5	0.85	0.48		0.85	0.82	0.5	0.67	0.61	0.55	0.88	0.54	0.9
DWEIX	0.78	0.65	0.73	0.65	0.85		0.77	0.65	0.77	0.54	0.71	0.8	0.7	0.79
AWTIX	0.83	0.43	0.78	0.41	0.82	0.77		0.43	0.5	0.35	0.47	0.81	0.45	0.85
MLPNX	0.37	1.0	0.3	1.0	0.5	0.65	0.43		0.89	0.09	0.98	0.39	0.98	0.36
INFIX	0.51	0.89	0.45	0.89	0.67	0.77	0.5	0.89		0.31	0.9	0.49	0.9	0.6
WCOMX	0.59	0.09	0.64	0.08	0.61	0.54	0.35	0.09	0.31		0.09	0.57	0.07	0.61
IMLPX	0.41	0.98	0.37	0.98	0.55	0.71	0.47	0.98	0.9	0.09		0.44	1.0	0.42
PYZ	0.93	0.39	0.74	0.38	0.88	0.8	0.81	0.39	0.49	0.57	0.44		0.43	0.76
AMLPX	0.39	0.98	0.35	0.98	0.54	0.7	0.45	0.98	0.9	0.07	1.0	0.43		0.39
TREIX	0.82	0.36	0.78	0.34	0.9	0.79	0.85	0.36	0.6	0.61	0.42	0.76	0.39

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Correlation Matchups

High positive correlations

MLPMX	+ 1.0	MLPLX
MLPNX	+ 1.0	MLPLX
MLPNX	+ 1.0	MLPMX
AMLPX	+ 1.0	IMLPX
IMLPX	+ 0.98	MLPLX
AMLPX	+ 0.98	MLPLX
IMLPX	+ 0.98	MLPMX
AMLPX	+ 0.98	MLPMX

Insignificant Correlation

AMLPX	+ 0.07	WCOMX
WCOMX	+ 0.08	MLPMX
IMLPX	+ 0.09	WCOMX
WCOMX	+ 0.09	MLPNX

High negative correlations

Not Found

Weakest Diversification

Strongest Diversification

Weakest Diversification

Assets performance indicators

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Information Ratio	Expected Shortfall	Potential Upside	Value At Risk	Maximum Drawdown
ICBMX	0.72	0.06	0.06	(0.07)	1.02	0.07	(0.79)	1.80	(1.95)	3.16	Backtest
MLPLX	0.76	0.02	0.06	(0.11)	1.13	0.08	(0.74)	1.55	(1.55)	2.78	Backtest
FRAK	0.91	(0.04)	(0.06)	(0.17)	1.45	(0.06)	(0.86)	2.50	(2.01)	4.21	Backtest
MLPMX	0.76	0.01	0.06	(0.12)	1.15	0.07	(0.74)	1.56	(1.57)	2.71	Backtest
PXI	0.74	(0.15)	(0.16)	(0.27)	1.29	(0.16)	(1.32)	1.78	(1.85)	3.16	Backtest
DWEIX	0.55	(0.12)	(0.08)	(0.30)	1.08	(0.11)	(0.43)	1.15	(1.37)	1.94	Backtest
AWTIX	0.60	(0.11)	(0.10)	(0.27)	0.97	(0.12)	(0.57)	1.01	(1.44)	2.16	Backtest
MLPNX	0.76	0.01	0.07	(0.11)	1.13	0.08	(0.74)	1.55	(1.55)	2.77	Backtest
INFIX	0.59	(0.20)	(0.14)	(0.49)	1.20	(0.18)	(0.47)	0.93	(1.93)	2.56	Backtest
WCOMX	0.43	(0.16)	(0.10)	(0.65)	0.79	(0.12)	(0.45)	0.83	(1.05)	1.88	Backtest
MLPW	0.69	(0.15)	(0.07)	(0.45)	1.31	(0.08)	(1.48)	2.72	(1.82)	3.99	Backtest
IMLPX	0.56	(0.03)	0.05	(0.19)	0.91	0.06	(0.49)	1.13	(1.10)	2.02	Backtest
PYZ	0.75	0.01	0.02	(0.12)	1.03	0.02	(0.82)	1.44	(1.31)	3.28	Backtest
AMLPX	0.54	(0.03)	0.05	(0.21)	0.90	0.06	(0.47)	1.13	(1.10)	2.04	Backtest
TREIX	0.72	(0.18)	(0.18)	(0.30)	1.25	(0.19)	(0.96)	1.94	(1.87)	2.48	Backtest

Theme Landscape

Risk and return landscape for Energy

Assets rated by market efficiency

Total return distribution analysis

Distribution Greeks

Technical analysis of total daily returns

Energy Correlation Analysis

Correlation Matchups

High positive correlations

Insignificant Correlation

High negative correlations

Weakest Diversification

Strongest Diversification

Weakest Diversification

Assets performance indicators

Thanks for checking out Macroaxis