Wheat Futures Commodity Performance
| KEUSX Commodity | 565.50 1.75 0.31% |
The entity maintains a market beta of -0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Wheat Futures are expected to decrease at a much lower rate. During the bear market, Wheat Futures is likely to outperform the market.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Wheat Futures are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong basic indicators, Wheat Futures is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
Wheat |
Wheat Futures Relative Risk vs. Return Landscape
If you would invest 53,725 in Wheat Futures on August 25, 2024 and sell it today you would earn a total of 2,825 from holding Wheat Futures or generate 5.26% return on investment over 90 days. Wheat Futures is currently producing 0.0894% returns and takes up 1.5434% volatility of returns over 90 trading days. Put another way, 13% of traded commoditys are less volatile than Wheat, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Wheat Futures Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wheat Futures' investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as Wheat Futures, and traders can use it to determine the average amount a Wheat Futures' 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 = 0.0579
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | KEUSX | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.54 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Wheat Futures is performing at about 4% 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 Wheat Futures by adding it to a well-diversified portfolio.