21Shares Crypto (France) Performance
| HODLV Etf | 29.74 1.32 4.64% |
The entity shows a Beta (market volatility) of 0.98, which signifies possible diversification benefits within a given portfolio. 21Shares Crypto returns are very sensitive to returns on the market. As the market goes up or down, 21Shares Crypto is expected to follow.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days 21Shares Crypto Basket has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively invariable basic indicators, 21Shares Crypto is not utilizing all of its potentials. The latest stock price agitation, may contribute to short-term losses for the retail investors. ...more
21Shares |
21Shares Crypto Relative Risk vs. Return Landscape
If you would invest 3,276 in 21Shares Crypto Basket on December 26, 2024 and sell it today you would lose (302.00) from holding 21Shares Crypto Basket or give up 9.22% of portfolio value over 90 days. 21Shares Crypto Basket is generating negative expected returns and assumes 5.1127% volatility on return distribution over the 90 days horizon. Simply put, 45% 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 |
21Shares Crypto Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 21Shares Crypto's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as 21Shares Crypto Basket, and traders can use it to determine the average amount a 21Shares Crypto'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 = -0.0058
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | HODLV |
Estimated Market Risk
| 5.11 actual daily | 45 55% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 21Shares Crypto 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 Crypto by adding 21Shares Crypto to a well-diversified portfolio.
| 21Shares Crypto generated a negative expected return over the last 90 days | |
| 21Shares Crypto has high historical volatility and very poor performance |