Rough Rice Futures Commodity Performance
| ZRUSD Commodity | 13.85 0.09 0.65% |
The commodity holds a Beta of 0.0678, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rough Rice's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rough Rice is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Rough Rice Futures has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, Rough Rice is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Rough |
Rough Rice Relative Risk vs. Return Landscape
If you would invest 1,473 in Rough Rice Futures on November 3, 2024 and sell it today you would lose (88.00) from holding Rough Rice Futures or give up 5.97% of portfolio value over 90 days. Rough Rice Futures is currently producing negative expected returns and takes up 1.1055% volatility of returns over 90 trading days. Put another way, 9% of traded commoditys are less volatile than Rough, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Rough Rice Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rough Rice's investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as Rough Rice Futures, and traders can use it to determine the average amount a Rough Rice'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 = -0.0844
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ZRUSD |
Estimated Market Risk
| 1.11 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Rough Rice 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 Rough Rice by adding Rough Rice to a well-diversified portfolio.
| Rough Rice Futures generated a negative expected return over the last 90 days |