21Shares Polygon (Switzerland) Performance

POLY Etf   2.65  0.52  16.40%   
The entity shows a Beta (market volatility) of -1.28, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning 21Shares Polygon are expected to decrease by larger amounts. On the other hand, during market turmoil, 21Shares Polygon is expected to outperform it.

Risk-Adjusted Performance

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Over the last 90 days 21Shares Polygon ETP has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of abnormal performance in the last few months, the Etf's basic indicators remain fairly stable which may send shares a bit higher in April 2025. The latest fuss may also be a sign of long-term up-swing for the fund sophisticated investors. ...more
  

21Shares Polygon Relative Risk vs. Return Landscape

If you would invest  725.00  in 21Shares Polygon ETP on December 2, 2024 and sell it today you would lose (460.00) from holding 21Shares Polygon ETP or give up 63.45% of portfolio value over 90 days. 21Shares Polygon ETP is generating negative expected returns and assumes 7.6356% volatility on return distribution over the 90 days horizon. Simply put, 68% 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 Polygon is expected to under-perform the market. In addition to that, the company is 10.26 times more volatile than its market benchmark. It trades about -0.18 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.04 per unit of volatility.

21Shares Polygon Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for 21Shares Polygon's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as 21Shares Polygon ETP, and traders can use it to determine the average amount a 21Shares Polygon'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 = -0.1786

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Estimated Market Risk

 7.64
  actual daily
68
68% of assets are less volatile

Expected Return

 -1.36
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.18
  actual daily
0
Most of other assets perform better
Based on monthly moving average 21Shares Polygon 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 Polygon by adding 21Shares Polygon to a well-diversified portfolio.
21Shares Polygon ETP generated a negative expected return over the last 90 days
21Shares Polygon ETP has high historical volatility and very poor performance