Mini Dow Jones Commodity Performance
| YMUSD Commodity | 42,646 329.00 0.78% |
The commodity secures a Beta (Market Risk) of 0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mini Dow's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mini Dow is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Mini Dow Jones are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of rather weak basic indicators, Mini Dow may actually be approaching a critical reversion point that can send shares even higher in November 2024. ...more
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Mini Dow Relative Risk vs. Return Landscape
If you would invest 3,965,000 in Mini Dow Jones on July 8, 2024 and sell it today you would earn a total of 299,600 from holding Mini Dow Jones or generate 7.56% return on investment over 90 days. Mini Dow Jones is currently producing 0.1138% returns and takes up 0.8327% volatility of returns over 90 trading days. Put another way, 7% of traded commoditys are less volatile than Mini, 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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Mini Dow Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mini Dow's investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as Mini Dow Jones, and traders can use it to determine the average amount a Mini Dow'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 = 0.1367
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Estimated Market Risk
| 0.83 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average Mini Dow 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 Mini Dow by adding it to a well-diversified portfolio.