The commodity retains a Market Volatility (i.e., Beta) of 0.3, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gasoline RBOB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gasoline RBOB is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Gasoline RBOB has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unsteady performance, the Commodity's basic indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for Gasoline RBOB shareholders. ...more
Gasoline
Gasoline RBOB Relative Risk vs. Return Landscape
If you would invest 194.00 in Gasoline RBOB on September 28, 2025 and sell it today you would lose (23.00) from holding Gasoline RBOB or give up 11.86% of portfolio value over 90 days. Gasoline RBOB is currently producing negative expected returns and takes up 1.6172% volatility of returns over 90 trading days. Put another way, 14% of traded commoditys are less volatile than Gasoline, 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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Assuming the 90 days horizon Gasoline RBOB is expected to under-perform the market. In addition to that, the company is 2.29 times more volatile than its market benchmark. It trades about -0.11 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.12 per unit of volatility.
Gasoline RBOB Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gasoline RBOB's investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as Gasoline RBOB, and traders can use it to determine the average amount a Gasoline RBOB'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 = -0.1101
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Based on monthly moving average Gasoline RBOB 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 Gasoline RBOB by adding Gasoline RBOB to a well-diversified portfolio.
Gasoline RBOB generated a negative expected return over the last 90 days
Gasoline RBOB may become a speculative penny stock