30 Year Treasury Commodity Performance
| ZBUSD Commodity | 116.28 0.15 0.13% |
The entity owns a Beta (Systematic Risk) of -0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 30 Year are expected to decrease at a much lower rate. During the bear market, 30 Year is likely to outperform the market.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days 30 Year Treasury has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest weak 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 30 Year Treasury shareholders. ...more
ZBUSD |
30 Year Relative Risk vs. Return Landscape
If you would invest 12,453 in 30 Year Treasury on August 26, 2024 and sell it today you would lose (825.00) from holding 30 Year Treasury or give up 6.62% of portfolio value over 90 days. 30 Year Treasury is currently producing negative expected returns and takes up 0.5628% volatility of returns over 90 trading days. Put another way, 5% of traded commoditys are less volatile than ZBUSD, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
30 Year Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 30 Year's investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as 30 Year Treasury, and traders can use it to determine the average amount a 30 Year'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 = -0.1816
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ZBUSD |
Estimated Market Risk
| 0.56 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.1 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 30 Year 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 30 Year by adding 30 Year to a well-diversified portfolio.
| 30 Year Treasury generated a negative expected return over the last 90 days |