ETFS Wheat (UK) Backtesting

Macroaxis considers ETFS Wheat abnormally risky given 1 month investment horizon. ETFS Commodity Secur secures Sharpe Ratio (or Efficiency) of 0.1485 which denotes ETFS Commodity Secur had 0.1485% of return per unit of return volatility over the last 1 month. Our approach to predicting volatility of a etf is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for ETFS Wheat ETC which you can use to evaluate future volatility of the entity. Please utilize ETFS Commodity Secur Downside Deviation of 2.4 and Mean Deviation of 1.6 to check if our risk estimates are consistent with your expectations. The organization shows Beta (market volatility) of -0.5322 which denotes to the fact that as returns on market increase, returns on owning ETFS Wheat are expected to decrease at a much smaller rate. During bear market, ETFS Wheat is likely to outperform the market.. Although it is vital to follow to ETFS Commodity Secur historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The approach to predicting future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining ETFS Commodity Secur technical indicators you can today evaluate if the expected return of 0.3253% will be sustainable into the future.