Live Cattle Futures Commodity Performance
| LEUSX Commodity | 202.78 2.25 1.10% |
The commodity secures a Beta (Market Risk) of 0.0213, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Live Cattle's returns are expected to increase less than the market. However, during the bear market, the loss of holding Live Cattle is expected to be smaller as well.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Live Cattle Futures are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of fairly unsteady basic indicators, Live Cattle may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
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Live Cattle Relative Risk vs. Return Landscape
If you would invest 18,738 in Live Cattle Futures on December 24, 2024 and sell it today you would earn a total of 1,540 from holding Live Cattle Futures or generate 8.22% return on investment over 90 days. Live Cattle Futures is currently producing 0.1336% returns and takes up 0.908% volatility of returns over 90 trading days. Put another way, 8% of traded commoditys are less volatile than Live, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
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Live Cattle Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Live Cattle's investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as Live Cattle Futures, and traders can use it to determine the average amount a Live Cattle'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 = 0.1472
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| Cash | LEUSX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.91 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average Live Cattle is performing at about 11% 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 Live Cattle by adding it to a well-diversified portfolio.