Feeder Cattle Futures Commodity Performance
| GFUSX Commodity | 254.30 0.85 0.34% |
The commodity shows a Beta (market volatility) of 0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, Feeder Cattle's returns are expected to increase less than the market. However, during the bear market, the loss of holding Feeder Cattle is expected to be smaller as well.
Risk-Adjusted Performance
7 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Feeder Cattle Futures are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong basic indicators, Feeder Cattle is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
Feeder |
Feeder Cattle Relative Risk vs. Return Landscape
If you would invest 24,450 in Feeder Cattle Futures on August 25, 2024 and sell it today you would earn a total of 980.00 from holding Feeder Cattle Futures or generate 4.01% return on investment over 90 days. Feeder Cattle Futures is currently producing 0.0625% returns and takes up 0.6328% volatility of returns over 90 trading days. Put another way, 5% of traded commoditys are less volatile than Feeder, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Feeder Cattle Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Feeder Cattle's investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as Feeder Cattle Futures, and traders can use it to determine the average amount a Feeder Cattle'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 = 0.0987
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | GFUSX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.63 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average Feeder Cattle is performing at about 7% 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 Feeder Cattle by adding it to a well-diversified portfolio.