ETFS Ultra (Australia) Performance
| LNAS Etf | 8.44 0.03 0.35% |
The etf shows a Beta (market volatility) of 1.39, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, ETFS Ultra will likely underperform.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days ETFS Ultra Long has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Etf's basic indicators remain comparatively stable which may send shares a bit higher in April 2025. The newest uproar may also be a sign of mid-term up-swing for the exchange-traded fund private investors. ...more
ETFS |
ETFS Ultra Relative Risk vs. Return Landscape
If you would invest 1,164 in ETFS Ultra Long on December 16, 2024 and sell it today you would lose (320.00) from holding ETFS Ultra Long or give up 27.49% of portfolio value over 90 days. ETFS Ultra Long is generating negative expected returns and assumes 3.1523% volatility on return distribution over the 90 days horizon. Simply put, 28% of etfs are less volatile than ETFS, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ETFS Ultra Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ETFS Ultra's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ETFS Ultra Long, and traders can use it to determine the average amount a ETFS Ultra'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 = -0.1482
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | LNAS |
Estimated Market Risk
| 3.15 actual daily | 28 72% of assets are more volatile |
Expected Return
| -0.47 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ETFS Ultra 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 ETFS Ultra by adding ETFS Ultra to a well-diversified portfolio.
About ETFS Ultra Performance
Assessing ETFS Ultra's fundamental ratios provides investors with valuable insights into ETFS Ultra's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the ETFS Ultra is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
| ETFS Ultra Long generated a negative expected return over the last 90 days | |
| ETFS Ultra Long has high historical volatility and very poor performance |
Other Information on Investing in ETFS Etf
ETFS Ultra financial ratios help investors to determine whether ETFS Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ETFS with respect to the benefits of owning ETFS Ultra security.