WisdomTree Wheat (Germany) Performance
| 4RUJ Etf | 3.79 0.01 0.26% |
The entity maintains a market beta of -0.42, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning WisdomTree Wheat are expected to decrease at a much lower rate. During the bear market, WisdomTree Wheat is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days WisdomTree Wheat 2x has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Etf's forward-looking indicators remain rather sound which may send shares a bit higher in January 2025. The latest tumult may also be a sign of longer-term up-swing for the fund shareholders. ...more
WisdomTree |
WisdomTree Wheat Relative Risk vs. Return Landscape
If you would invest 447.00 in WisdomTree Wheat 2x on September 23, 2024 and sell it today you would lose (68.00) from holding WisdomTree Wheat 2x or give up 15.21% of portfolio value over 90 days. WisdomTree Wheat 2x is generating negative expected returns and assumes 2.6794% volatility on return distribution over the 90 days horizon. Simply put, 23% of etfs are less volatile than WisdomTree, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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WisdomTree Wheat Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree Wheat's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as WisdomTree Wheat 2x, and traders can use it to determine the average amount a WisdomTree Wheat'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 = -0.08
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| Negative Returns | 4RUJ |
Estimated Market Risk
| 2.68 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.21 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 WisdomTree Wheat 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 WisdomTree Wheat by adding WisdomTree Wheat to a well-diversified portfolio.
| WisdomTree Wheat generated a negative expected return over the last 90 days |