Lean Hogs Futures Commodity Performance
| HEUSX Commodity | 83.10 1.12 1.37% |
The commodity secures a Beta (Market Risk) of -0.0108, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lean Hogs are expected to decrease at a much lower rate. During the bear market, Lean Hogs is likely to outperform the market.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Lean Hogs Futures are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong basic indicators, Lean Hogs is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
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Lean Hogs Relative Risk vs. Return Landscape
If you would invest 8,218 in Lean Hogs Futures on August 29, 2024 and sell it today you would earn a total of 92.00 from holding Lean Hogs Futures or generate 1.12% return on investment over 90 days. Lean Hogs Futures is currently producing 0.029% returns and takes up 1.522% volatility of returns over 90 trading days. Put another way, 13% of traded commoditys are less volatile than Lean, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
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Lean Hogs Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lean Hogs' investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as Lean Hogs Futures, and traders can use it to determine the average amount a Lean Hogs' 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 = 0.0191
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Estimated Market Risk
| 1.52 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Lean Hogs is performing at about 1% 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 Lean Hogs by adding it to a well-diversified portfolio.