Sugar Commodity Performance
| SBUSX Commodity | 21.08 0.61 2.81% |
The entity has a beta of 0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sugar's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sugar is expected to be smaller as well.
Risk-Adjusted Performance
5 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Sugar are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of fairly unsteady basic indicators, Sugar may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
Sugar |
Sugar Relative Risk vs. Return Landscape
If you would invest 1,949 in Sugar on September 1, 2024 and sell it today you would earn a total of 159.00 from holding Sugar or generate 8.16% return on investment over 90 days. Sugar is currently producing 0.1368% returns and takes up 1.8144% volatility of returns over 90 trading days. Put another way, 16% of traded commoditys are less volatile than Sugar, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
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Sugar Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sugar's investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as Sugar, and traders can use it to determine the average amount a Sugar's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0754
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| Cash | Small Risk | SBUSX | High Risk | Huge Risk |
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Estimated Market Risk
| 1.81 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.14 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 5 95% of assets perform better |
Based on monthly moving average Sugar is performing at about 5% 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 Sugar by adding it to a well-diversified portfolio.