Micro E Mini Russell Commodity Performance
| RTYUSD Commodity | 2,089 14.90 0.72% |
The commodity secures a Beta (Market Risk) of 0.55, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Micro E's returns are expected to increase less than the market. However, during the bear market, the loss of holding Micro E is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Micro E mini Russell 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 Micro E mini Russell shareholders. ...more
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Micro E Relative Risk vs. Return Landscape
If you would invest 228,250 in Micro E mini Russell on December 25, 2024 and sell it today you would lose (19,320) from holding Micro E mini Russell or give up 8.46% of portfolio value over 90 days. Micro E mini Russell is producing return of less than zero assuming 1.1513% volatility of returns over the 90 days investment horizon. Simply put, 10% of all commoditys have less volatile historical return distribution than Micro E, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Micro E Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Micro E's investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as Micro E mini Russell, and traders can use it to determine the average amount a Micro E'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 = -0.1162
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | RTYUSD |
Estimated Market Risk
| 1.15 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Micro E 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 Micro E by adding Micro E to a well-diversified portfolio.
| Micro E mini generated a negative expected return over the last 90 days |