ETFS Wheat (UK) Backtesting

Macroaxis considers ETFS Wheat exceptionally risky given 1 month investment horizon. ETFS Commodity Secur secures Sharpe Ratio (or Efficiency) of 0.2589 which denotes ETFS Commodity Secur had 0.2589% 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. By examining ETFS Commodity Secur technical indicators you can today evaluate if the expected return of 0.5121% is justified by implied risk. Please utilize ETFS Commodity Secur Downside Deviation of 1.5 and Mean Deviation of 1.58 to check if our risk estimates are consistent with your expectations. The organization shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and ETFS Wheat are completely uncorrelated. 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. We have found twenty-one technical indicators for ETFS Wheat ETC which you can use to evaluate performance of the entity.