Oat Futures Commodity Performance
| ZOUSX Commodity | 371.50 5.50 1.50% |
The commodity holds a Beta of 0.014, which implies not very significant fluctuations relative to the market. As returns on the market increase, Oat Futures' returns are expected to increase less than the market. However, during the bear market, the loss of holding Oat Futures is expected to be smaller as well.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Oat Futures are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of fairly unsteady basic indicators, Oat Futures may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
Oat |
Oat Futures Relative Risk vs. Return Landscape
If you would invest 35,125 in Oat Futures on December 20, 2024 and sell it today you would earn a total of 2,025 from holding Oat Futures or generate 5.77% return on investment over 90 days. Oat Futures is currently producing 0.1095% returns and takes up 1.9794% volatility of returns over 90 trading days. Put another way, 17% of traded commoditys are less volatile than Oat, 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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Oat Futures Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oat Futures' investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as Oat Futures, and traders can use it to determine the average amount a Oat Futures' 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 = 0.0553
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| Cash | Small Risk | ZOUSX | High Risk | Huge Risk |
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Estimated Market Risk
| 1.98 actual daily | 17 83% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Oat Futures is performing at about 4% 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 Oat Futures by adding it to a well-diversified portfolio.