10 Year T Note Futures Commodity Performance
| ZNUSD Commodity | 111.02 0.29 0.26% |
The entity owns a Beta (Systematic Risk) of 0.0627, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 10 Year's returns are expected to increase less than the market. However, during the bear market, the loss of holding 10 Year is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days 10 Year T Note Futures has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, 10 Year is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
ZNUSD |
10 Year Relative Risk vs. Return Landscape
If you would invest 11,348 in 10 Year T Note Futures on September 3, 2024 and sell it today you would lose (246.00) from holding 10 Year T Note Futures or give up 2.17% of portfolio value over 90 days. 10 Year T Note Futures is currently producing negative expected returns and takes up 0.3166% volatility of returns over 90 trading days. Put another way, 2% of traded commoditys are less volatile than ZNUSD, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
10 Year Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 10 Year's investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as 10 Year T Note Futures, and traders can use it to determine the average amount a 10 Year'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 = -0.1049
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ZNUSD |
Estimated Market Risk
| 0.32 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 10 Year 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 10 Year by adding 10 Year to a well-diversified portfolio.
| 10 Year T generated a negative expected return over the last 90 days |