Nasdaq 100 Commodity Performance
| NQUSD Commodity | 20,920 313.75 1.52% |
The commodity secures a Beta (Market Risk) of -0.3, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Nasdaq 100 are expected to decrease at a much lower rate. During the bear market, Nasdaq 100 is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Nasdaq 100 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, Nasdaq 100 is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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Nasdaq 100 Relative Risk vs. Return Landscape
If you would invest 2,128,150 in Nasdaq 100 on December 3, 2024 and sell it today you would lose (36,200) from holding Nasdaq 100 or give up 1.7% of portfolio value over 90 days. Nasdaq 100 is currently producing negative expected returns and takes up 1.2771% volatility of returns over 90 trading days. Put another way, 11% of traded commoditys are less volatile than Nasdaq, 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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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 = -0.0147
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | NQUSD |
Estimated Market Risk
| 1.28 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Nasdaq 100 is not performing at its full potential. However, 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 Nasdaq 100 to a well-diversified portfolio.
| Nasdaq 100 generated a negative expected return over the last 90 days |