Wheat Futures Commodity Performance
| KEUSX Commodity | 567.25 1.50 0.27% |
The entity maintains a market beta of -0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Wheat Futures are expected to decrease at a much lower rate. During the bear market, Wheat Futures is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Wheat Futures has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong basic indicators, Wheat Futures is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
Wheat |
Wheat Futures Relative Risk vs. Return Landscape
If you would invest 60,000 in Wheat Futures on September 13, 2024 and sell it today you would lose (3,275) from holding Wheat Futures or give up 5.46% of portfolio value over 90 days. Wheat Futures is currently producing negative expected returns and takes up 1.6621% volatility of returns over 90 trading days. Put another way, 14% of traded commoditys are less volatile than Wheat, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Wheat Futures Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wheat Futures' investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as Wheat Futures, and traders can use it to determine the average amount a Wheat 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 = -0.0454
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| Negative Returns | KEUSX |
Estimated Market Risk
| 1.66 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Wheat Futures 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 Wheat Futures by adding Wheat Futures to a well-diversified portfolio.
| Wheat Futures generated a negative expected return over the last 90 days |