Baltic Panamax (UK) Performance
| BPNI Index | 959.00 18.00 1.84% |
The index shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and Baltic Panamax are completely uncorrelated.
Baltic Panamax Relative Risk vs. Return Landscape
If you would invest 153,800 in Baltic Panamax on September 20, 2024 and sell it today you would lose (56,100) from holding Baltic Panamax or give up 36.48% of portfolio value over 90 days. Baltic Panamax is generating negative expected returns and assumes 1.5229% volatility on return distribution over the 90 days horizon. Simply put, 13% of indexs are less volatile than Baltic, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Baltic Panamax Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baltic Panamax's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as Baltic Panamax, and traders can use it to determine the average amount a Baltic Panamax'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 = -0.4564
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| Negative Returns | BPNI |
Estimated Market Risk
| 1.52 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.69 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.46 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Baltic Panamax 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 Baltic Panamax by adding Baltic Panamax to a well-diversified portfolio.
| Baltic Panamax generated a negative expected return over the last 90 days |