ETFS Wheat (UK) Performance

ETFS Wheat ETC -- UK ETF  

USD 0.63  0.002  0.32%

The organization shows Beta (market volatility) of -0.1835 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 extremely important to respect ETFS Commodity Secur historical returns, it is better to be realistic regarding the information on 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 0.1619% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

ETFS Commodity Secur Relative Risk vs. Return Landscape

If you would invest  61.15  in ETFS Wheat ETC on January 26, 2018 and sell it today you would earn a total of  2.15  from holding ETFS Wheat ETC or generate 3.52% return on investment over 30 days. ETFS Wheat ETC is generating 0.1619% of daily returns assuming 0.9995% volatility of returns over the 30 days investment horizon. Simply put, 9% of all equities have less volatile historical return distribution than ETFS Wheat ETC and 97% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, ETFS Wheat ETC is expected to generate 0.58 times more return on investment than the market. However, the company is 1.73 times less risky than the market. It trades about 0.16 of its potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of risk.

10 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in ETFS Wheat ETC are ranked lower than 10 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

ETFS Wheat Sharpe Ratio = 0.162
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Estimated Market Risk

 1.0
  actual daily
 
 91 %
of total potential
  

Expected Return

 0.16
  actual daily
 
 3 %
of total potential
  

Risk-Adjusted Return

 0.16
  actual daily
 
 10 %
of total potential
  
Based on monthly moving average ETFS Wheat is performing at about 10% 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 Wheat by adding it to a well-diversified portfolio.