30 Day Fed Commodity Performance
| ZQUSD Commodity | 95.67 0.01 0.01% |
The entity owns a Beta (Systematic Risk) of -0.0056, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 30 Day are expected to decrease at a much lower rate. During the bear market, 30 Day is likely to outperform the market.
Risk-Adjusted Performance
5 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in 30 Day Fed are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, 30 Day is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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30 Day Relative Risk vs. Return Landscape
If you would invest 9,551 in 30 Day Fed on November 2, 2024 and sell it today you would earn a total of 16.00 from holding 30 Day Fed or generate 0.17% return on investment over 90 days. 30 Day Fed is currently producing 0.0026% returns and takes up 0.0356% volatility of returns over 90 trading days. Put another way, 0% of traded commoditys are less volatile than ZQUSD, 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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30 Day Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 30 Day's investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as 30 Day Fed, and traders can use it to determine the average amount a 30 Day'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 = 0.0737
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Based on monthly moving average 30 Day is performing at about 5% 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 30 Day by adding it to a well-diversified portfolio.