Illuvium Performance
| ILV Crypto | USD 14.73 0.16 1.07% |
The crypto retains a Market Volatility (i.e., Beta) of 1.15, which attests to 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, Illuvium will likely underperform.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Illuvium 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 Crypto's basic indicators remain rather sound which may send shares a bit higher in April 2025. The latest tumult may also be a sign of longer-term up-swing for Illuvium shareholders. ...more
Illuvium |
Illuvium Relative Risk vs. Return Landscape
If you would invest 4,290 in Illuvium on December 19, 2024 and sell it today you would lose (2,867) from holding Illuvium or give up 66.83% of portfolio value over 90 days. Illuvium is producing return of less than zero assuming 5.8843% volatility of returns over the 90 days investment horizon. Simply put, 52% of all crypto coins have less volatile historical return distribution than Illuvium, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Illuvium Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Illuvium's investment risk. Standard deviation is the most common way to measure market volatility of crypto coins, such as Illuvium, and traders can use it to determine the average amount a Illuvium'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 = -0.2652
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ILV |
Estimated Market Risk
| 5.88 actual daily | 52 52% of assets are less volatile |
Expected Return
| -1.56 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.27 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Illuvium 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 Illuvium by adding Illuvium to a well-diversified portfolio.
About Illuvium Performance
By analyzing Illuvium's fundamental ratios, stakeholders can gain valuable insights into Illuvium's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Illuvium has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Illuvium has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Illuvium is peer-to-peer digital currency powered by the Blockchain technology.| Illuvium generated a negative expected return over the last 90 days | |
| Illuvium has high historical volatility and very poor performance |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Illuvium. Also, note that the market value of any cryptocurrency could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.