21Shares Bitcoin (Switzerland) Performance

ABTC Etf   24.65  3.01  13.91%   
The entity shows a Beta (market volatility) of 0.74, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 21Shares Bitcoin's returns are expected to increase less than the market. However, during the bear market, the loss of holding 21Shares Bitcoin is expected to be smaller as well.

Risk-Adjusted Performance

Very Weak

 
Weak
 
Strong
Over the last 90 days 21Shares Bitcoin ETP has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest abnormal performance, the Etf's basic indicators remain stable and the latest fuss on Wall Street may also be a sign of long-term gains for the fund sophisticated investors. ...more
  

21Shares Bitcoin Relative Risk vs. Return Landscape

If you would invest  2,773  in 21Shares Bitcoin ETP on December 18, 2024 and sell it today you would lose (308.00) from holding 21Shares Bitcoin ETP or give up 11.11% of portfolio value over 90 days. 21Shares Bitcoin ETP is generating negative expected returns and assumes 4.4142% volatility on return distribution over the 90 days horizon. Simply put, 39% of etfs are less volatile than 21Shares, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon 21Shares Bitcoin is expected to under-perform the market. In addition to that, the company is 5.17 times more volatile than its market benchmark. It trades about -0.02 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.02 per unit of volatility.

21Shares Bitcoin Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for 21Shares Bitcoin's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as 21Shares Bitcoin ETP, and traders can use it to determine the average amount a 21Shares Bitcoin'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 = -0.0244

Best PortfolioBest Equity
Good Returns
Average Returns
Small Returns
CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative ReturnsABTC

Estimated Market Risk

 4.41
  actual daily
39
61% of assets are more volatile

Expected Return

 -0.11
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.02
  actual daily
0
Most of other assets perform better
Based on monthly moving average 21Shares Bitcoin 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 21Shares Bitcoin by adding 21Shares Bitcoin to a well-diversified portfolio.
21Shares Bitcoin ETP generated a negative expected return over the last 90 days
21Shares Bitcoin ETP has high historical volatility and very poor performance