Class Iii Milk Commodity Performance
| DCUSD Commodity | 18.53 0.05 0.27% |
The commodity shows a Beta (market volatility) of -0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Class III are expected to decrease at a much lower rate. During the bear market, Class III is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Class III Milk has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unsteady performance, the Commodity's basic indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for Class III Milk shareholders. ...more
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Class III Relative Risk vs. Return Landscape
If you would invest 1,866 in Class III Milk on December 21, 2024 and sell it today you would lose (148.00) from holding Class III Milk or give up 7.93% of portfolio value over 90 days. Class III Milk is currently producing negative expected returns and takes up 2.0623% volatility of returns over 90 trading days. Put another way, 18% of traded commoditys are less volatile than Class, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Class III Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Class III's investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as Class III Milk, and traders can use it to determine the average amount a Class III'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 = -0.0523
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DCUSD |
Estimated Market Risk
| 2.06 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Class III 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 Class III by adding Class III to a well-diversified portfolio.
| Class III Milk generated a negative expected return over the last 90 days |