The organization shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and ETFS Russell are completely uncorrelated. Although it is extremely important to respect ETFS Russell 2000
historical returns, it is better to be realistic regarding the information on equity current trending patterns. The approach to predicting future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators
. By examining ETFS Russell 2000 technical indicators
you can today evaluate if the expected return of 0.0% will be sustainable into the future.
ETFS Russell 2000 Relative Risk vs. Return Landscape
If you would invest 0.00
in ETFS Russell 2000 US Small Cap GO ETF on October 21, 2018
and sell it today you would earn a total of 0.00
from holding ETFS Russell 2000 US Small Cap GO ETF or generate 0.0%
return on investment over 30
days. ETFS Russell 2000 US Small Cap GO ETF is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than ETFS Russell 2000 US Small Cap GO ETF and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
ETFS Russell Market Risk Analysis
Sharpe Ratio = 0.0
Based on monthly moving average ETFS Russell 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 ETFS Russell
by adding it to a well-diversified
Risk-Adjusted Fund Performance
Over the last 30 days ETFS Russell 2000 US Small Cap GO ETF has generated negative risk-adjusted returns adding no value to fund investors.