Leverage Shares (Germany) Performance
| 3APE Etf | 134.90 3.32 2.52% |
The etf secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Leverage Shares' returns are expected to increase less than the market. However, during the bear market, the loss of holding Leverage Shares is expected to be smaller as well.
Risk-Adjusted Performance
15 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Leverage Shares 3x are ranked lower than 15 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile technical and fundamental indicators, Leverage Shares exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
Leverage |
Leverage Shares Relative Risk vs. Return Landscape
If you would invest 9,408 in Leverage Shares 3x on September 26, 2024 and sell it today you would earn a total of 4,082 from holding Leverage Shares 3x or generate 43.39% return on investment over 90 days. Leverage Shares 3x is generating 0.6135% of daily returns and assumes 3.1391% volatility on return distribution over the 90 days horizon. Simply put, 27% of etfs are less volatile than Leverage, and 88% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Leverage Shares Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Leverage Shares' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Leverage Shares 3x, and traders can use it to determine the average amount a Leverage Shares' 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 = 0.1954
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | 3APE | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.14 actual daily | 27 73% of assets are more volatile |
Expected Return
| 0.61 actual daily | 12 88% of assets have higher returns |
Risk-Adjusted Return
| 0.2 actual daily | 15 85% of assets perform better |
Based on monthly moving average Leverage Shares is performing at about 15% 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 Leverage Shares by adding it to a well-diversified portfolio.
| Leverage Shares 3x appears to be risky and price may revert if volatility continues |