Nasdaq 100 Commodity Performance
| NQUSD Commodity | 20,992 111.25 0.53% |
The commodity secures a Beta (Market Risk) of 0.96, which conveys possible diversification benefits within a given portfolio. Nasdaq 100 returns are very sensitive to returns on the market. As the market goes up or down, Nasdaq 100 is expected to follow.
Risk-Adjusted Performance
9 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Nasdaq 100 are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of rather weak basic indicators, Nasdaq 100 may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
Nasdaq |
Nasdaq 100 Relative Risk vs. Return Landscape
If you would invest 1,939,325 in Nasdaq 100 on August 29, 2024 and sell it today you would earn a total of 159,825 from holding Nasdaq 100 or generate 8.24% return on investment over 90 days. Nasdaq 100 is currently producing 0.128% returns and takes up 1.1073% volatility of returns over 90 trading days. Put another way, 9% of traded commoditys are less volatile than Nasdaq, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Nasdaq 100 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nasdaq 100's investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as Nasdaq 100, and traders can use it to determine the average amount a Nasdaq 100'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 = 0.1156
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | NQUSD | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.11 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Nasdaq 100 is performing at about 9% 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 Nasdaq 100 by adding it to a well-diversified portfolio.