Leverage Shares (Germany) Performance
| 3COI Etf | 31.27 1.93 6.58% |
The etf secures a Beta (Market Risk) of 3.39, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Leverage Shares will likely underperform.
Risk-Adjusted Performance
11 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Leverage Shares 3x are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile forward indicators, Leverage Shares exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
Leverage |
Leverage Shares Relative Risk vs. Return Landscape
If you would invest 1,409 in Leverage Shares 3x on September 1, 2024 and sell it today you would earn a total of 1,718 from holding Leverage Shares 3x or generate 121.93% return on investment over 90 days. Leverage Shares 3x is generating 2.5107% of daily returns and assumes 17.1205% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than Leverage on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Leverage Shares Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Leverage Shares' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Leverage Shares 3x, and traders can use it to determine the average amount a Leverage Shares' 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 = 0.1466
| Best Portfolio | Best Equity | |||
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| Average Returns | 3COI | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 17.12 actual daily | 96 96% of assets are less volatile |
Expected Return
| 2.51 actual daily | 50 50% of assets have lower returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average Leverage Shares is performing at about 11% 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 Leverage Shares by adding it to a well-diversified portfolio.