Sugar Commodity Performance
| SBUSX Commodity | 18.21 0.20 1.09% |
The entity has a beta of 0.0757, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sugar's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sugar is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Sugar has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of weak performance in the last few months, the Commodity's basic indicators remain fairly strong which may send shares a bit higher in February 2025. The current disturbance may also be a sign of long term up-swing for Sugar investors. ...more
Sugar |
Sugar Relative Risk vs. Return Landscape
If you would invest 2,183 in Sugar on October 21, 2024 and sell it today you would lose (362.00) from holding Sugar or give up 16.58% of portfolio value over 90 days. Sugar is currently producing negative expected returns and takes up 1.4768% volatility of returns over 90 trading days. Put another way, 13% of traded commoditys are less volatile than Sugar, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Sugar Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sugar's investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as Sugar, and traders can use it to determine the average amount a Sugar'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 = -0.1843
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| Negative Returns | SBUSX |
Estimated Market Risk
| 1.48 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.27 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sugar 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 Sugar by adding Sugar to a well-diversified portfolio.
| Sugar generated a negative expected return over the last 90 days |