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Theme Landscape

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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 'Optimize This Theme' button to continue

Risk and return landscape for Energy

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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	Advice *
TREIX	Thrivent Natural Resources I	0.62%	0.67%	0.42%	9.90	Strong Hold
PXI	PowerShares Dynamic Energy	0.48%	0.98%	0.48%	51.54	Strong Hold
FRAK	Market Vectors Unconventl Oil Gas ETF	0.46%	1.05%	0.49%	26.43	Strong Buy
AWTIX	AllianzGI Global Water Institutional	0.39%	0.52%	0.21%	11.44	Strong Hold
ICBMX	ICON Materials S	0.38%	1.03%	0.40%	12.56	Strong Buy
DWEIX	Dynamic Energy Income I	0.37%	0.66%	0.25%	12.80	Strong Buy
INFRX	FAMCO MLP Energy Income A	0.34%	0.41%	0.15%	12.88	Strong Hold
PYZ	PowerShares Dynamic Basic Materials	0.32%	0.90%	0.30%	45.16	Strong Buy
INFIX	FAMCO MLP Energy Income I	0.29%	0.41%	0.13%	12.72	Strong Buy
TORIX	Tortoise MLP Pipeline Instl	0.24%	0.59%	0.15%	15.02	Strong Buy
MLPW	UBS ETRACS MLP Wells Fargo ETN	0.16%	0.58%	0.10%	33.16	Hold
IMLPX	MainGate MLP I	0.10%	0.45%	0.05%	12.01	Strong Buy
AMLPX	MainGate MLP A	0.09%	0.42%	0.05%	11.93	Strong Buy
MLPLX	Oppenheimer SteelPath MLP Alpha Plus A	0.02%	0.60%	0.02%	11.59	Strong Buy
MLPNX	Oppenheimer SteelPath MLP Alpha Plus I	0.02%	0.61%	0.02%	11.64	Strong Buy
MLPMX	Oppenheimer SteelPath MLP Alpha Plus C	0.01%	0.59%	0.02%	11.51	Strong Buy
WCOMX	WorldCommodity	0.20%	0.91%	0.17%	9.70	Strong Hold

* 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

Alpha (Return Over Market)

0.02

Beta (Market Sensitivity)

0.64

Efficiency (Sharpe Ratio)

0.38

Risk (Volatility)

0.55

Expected Return

0.22

Technical analysis of total daily returns

Risk Adjusted Performance	0.1896
Market Risk Adjusted Performance	0.2354
Mean Deviation	0.3118
Semi-Deviation	0.2466
Downside Deviation	0.6381
Coefficient Of Variation	288.51
Standard Deviation	0.4451
Variance	0.1981
Information Ratio	(0.35)
Jensen Alpha	(0.05)
Total Risk Alpha	(0.10)
Sortino Ratio	(0.24)
Treynor Ratio	0.2254
Maximum Drawdown	1.68
Value At Risk	(0.51)

Energy Correlation Analysis

	ICBMX	MLPLX	FRAK	MLPMX	PXI	DWEIX	AWTIX	TORIX	INFRX	MLPNX	INFIX	WCOMX	MLPW	IMLPX	PYZ	AMLPX	TREIX
ICBMX		0.67	0.8	0.66	0.87	0.78	0.76	0.84	0.77	0.68	0.76	0.08	0.08	0.45	0.96	0.42	0.75
MLPLX	0.67		0.66	1.0	0.71	0.64	0.52	0.81	0.79	1.0	0.8	-0.02	0.39	0.76	0.68	0.74	0.47
FRAK	0.8	0.66		0.67	0.85	0.81	0.67	0.8	0.73	0.67	0.75	0.18	0.04	0.41	0.73	0.39	0.78
MLPMX	0.66	1.0	0.67		0.7	0.64	0.51	0.81	0.79	1.0	0.79	-0.02	0.4	0.76	0.67	0.73	0.46
PXI	0.87	0.71	0.85	0.7		0.82	0.6	0.82	0.82	0.71	0.83	0.14	-0.09	0.53	0.87	0.52	0.78
DWEIX	0.78	0.64	0.81	0.64	0.82		0.65	0.76	0.78	0.65	0.79	0.25	0.04	0.51	0.77	0.48	0.76
AWTIX	0.76	0.52	0.67	0.51	0.6	0.65		0.73	0.63	0.51	0.63	0.09	0.24	0.37	0.69	0.35	0.6
TORIX	0.84	0.81	0.8	0.81	0.82	0.76	0.73		0.86	0.81	0.87	0.0	0.19	0.57	0.78	0.55	0.57
INFRX	0.77	0.79	0.73	0.79	0.82	0.78	0.63	0.86		0.77	0.99	0.25	0.1	0.64	0.75	0.62	0.66
MLPNX	0.68	1.0	0.67	1.0	0.71	0.65	0.51	0.81	0.77		0.78	-0.05	0.39	0.76	0.69	0.74	0.46
INFIX	0.76	0.8	0.75	0.79	0.83	0.79	0.63	0.87	0.99	0.78		0.24	0.14	0.64	0.74	0.63	0.68
WCOMX	0.08	-0.02	0.18	-0.02	0.14	0.25	0.09	0.0	0.25	-0.05	0.24		-0.07	-0.01	0.11	-0.01	0.14
MLPW	0.08	0.39	0.04	0.4	-0.09	0.04	0.24	0.19	0.1	0.39	0.14	-0.07		0.28	0.0	0.28	-0.02
IMLPX	0.45	0.76	0.41	0.76	0.53	0.51	0.37	0.57	0.64	0.76	0.64	-0.01	0.28		0.53	1.0	0.25
PYZ	0.96	0.68	0.73	0.67	0.87	0.77	0.69	0.78	0.75	0.69	0.74	0.11	0.0	0.53		0.51	0.68
AMLPX	0.42	0.74	0.39	0.73	0.52	0.48	0.35	0.55	0.62	0.74	0.63	-0.01	0.28	1.0	0.51		0.24
TREIX	0.75	0.47	0.78	0.46	0.78	0.76	0.6	0.57	0.66	0.46	0.68	0.14	-0.02	0.25	0.68	0.24

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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
INFIX	+ 0.99	INFRX
PYZ	+ 0.96	ICBMX
PXI	+ 0.87	ICBMX
PYZ	+ 0.87	PXI

Insignificant Correlation

WCOMX	- 0.0	TORIX
PYZ	- 0.0	MLPW
IMLPX	- 0.01	WCOMX
AMLPX	- 0.01	WCOMX

PYZ	+ 0.0	MLPW
WCOMX	+ 0.0	TORIX
MLPW	+ 0.04	DWEIX
MLPW	+ 0.04	FRAK

High negative correlations

MLPW	- 0.09	PXI
MLPW	- 0.07	WCOMX
WCOMX	- 0.05	MLPNX
TREIX	- 0.02	MLPW
WCOMX	- 0.02	MLPMX
WCOMX	- 0.02	MLPLX
AMLPX	- 0.01	WCOMX
IMLPX	- 0.01	WCOMX

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	0.82	(0.09)	0.06	0.24	0.78	0.09	(0.98)	1.62	(1.25)	4.04	Backtest
MLPLX	0.49	(0.18)	(0.36)	0.02	0.72	(0.47)	(0.45)	0.88	(1.05)	2.19	Backtest
FRAK	0.84	0.10	0.20	0.38	0.13	0.17	(1.14)	2.08	(0.85)	3.40	Backtest
MLPMX	0.48	(0.18)	(0.37)	0.01	0.71	(0.48)	(0.44)	0.79	(1.05)	2.11	Backtest
PXI	0.82	0.05	0.19	0.33	0.00	0.17	(1.09)	2.15	(0.72)	3.19	Backtest
DWEIX	0.54	0.04	(0.06)	0.35	0.08	(0.06)	(0.70)	1.12	(0.49)	2.59	Backtest
AWTIX	0.44	0.01	(0.16)	0.31	0.00	(0.16)	(0.59)	1.07	(0.71)	1.79	Backtest
TORIX	0.45	(0.11)	(0.20)	0.17	0.50	(0.26)	(0.50)	0.75	(0.68)	2.51	Backtest
INFRX	0.32	(0.01)	(0.27)	0.28	0.00	(0.38)	(0.38)	0.64	(0.39)	1.75	Backtest
MLPNX	0.49	(0.19)	(0.36)	0.02	0.73	(0.46)	(0.45)	0.87	(1.04)	2.26	Backtest
INFIX	0.32	(0.03)	(0.29)	0.25	0.12	(0.40)	(0.35)	0.65	(0.40)	1.77	Backtest
WCOMX	0.56	(0.18)	(0.37)	(17.85)	1.63	(0.51)	(0.47)	0.59	(0.81)	5.02	Backtest
MLPW	0.34	0.06	(0.51)	0.85	0.00	(0.34)	(0.49)	0.64	(0.49)	2.73	Backtest
IMLPX	0.36	(0.10)	(0.43)	0.09	0.50	(0.55)	(0.34)	0.68	(0.85)	1.61	Backtest
PYZ	0.69	(0.11)	(0.01)	0.21	0.65	(0.01)	(0.82)	1.31	(1.27)	3.50	Backtest
AMLPX	0.33	(0.10)	(0.46)	0.09	0.47	(0.60)	(0.32)	0.60	(0.77)	1.53	Backtest
TREIX	0.59	0.20	0.25	0.58	0.00	0.17	(0.93)	1.42	(0.51)	2.06	Backtest

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