21Shares Bitcoin (Switzerland) Performance

ABTC Etf   25.36  2.72  12.01%   
The entity shows a Beta (market volatility) of 0.41, 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

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Compared to the overall equity markets, risk-adjusted returns on investments in 21Shares Bitcoin ETP are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable basic indicators, 21Shares Bitcoin is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
  

21Shares Bitcoin Relative Risk vs. Return Landscape

If you would invest  2,579  in 21Shares Bitcoin ETP on December 2, 2024 and sell it today you would lose (43.00) from holding 21Shares Bitcoin ETP or give up 1.67% of portfolio value over 90 days. 21Shares Bitcoin ETP is generating 0.0513% of daily returns and assumes 4.04% volatility on return distribution over the 90 days horizon. Simply put, 36% 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 generate 5.43 times more return on investment than the market. However, the company is 5.43 times more volatile than its market benchmark. It trades about 0.01 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.04 per unit of risk.

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 = 0.0127

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Estimated Market Risk

 4.04
  actual daily
36
64% of assets are more volatile

Expected Return

 0.05
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.01
  actual daily
1
99% of assets perform better
Based on monthly moving average 21Shares Bitcoin is performing at about 1% 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 21Shares Bitcoin by adding it to a well-diversified portfolio.
21Shares Bitcoin ETP had very high historical volatility over the last 90 days