Leverage Shares (Germany) Performance

SJAP Etf   4.06  0.10  2.53%   
The etf secures a Beta (Market Risk) of -0.6, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Leverage Shares are expected to decrease at a much lower rate. During the bear market, Leverage Shares is likely to outperform the market.

Risk-Adjusted Performance

10 of 100

 
Weak
 
Strong
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Leverage Shares 3x are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile basic indicators, Leverage Shares exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
  

Leverage Shares Relative Risk vs. Return Landscape

If you would invest  328.00  in Leverage Shares 3x on September 25, 2024 and sell it today you would earn a total of  78.00  from holding Leverage Shares 3x or generate 23.78% return on investment over 90 days. Leverage Shares 3x is generating 0.3692% of daily returns and assumes 2.8737% volatility on return distribution over the 90 days horizon. Simply put, 25% of etfs are less volatile than Leverage, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon Leverage Shares is expected to generate 3.56 times more return on investment than the market. However, the company is 3.56 times more volatile than its market benchmark. It trades about 0.13 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.07 per unit of 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 = 0.1285

Best PortfolioBest Equity
Good Returns
Average Returns
Small ReturnsSJAP
CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative Returns

Estimated Market Risk

 2.87
  actual daily
25
75% of assets are more volatile

Expected Return

 0.37
  actual daily
7
93% of assets have higher returns

Risk-Adjusted Return

 0.13
  actual daily
10
90% of assets perform better
Based on monthly moving average Leverage Shares is performing at about 10% 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.