Twelve Month Risk Reward Profiles

 

How volatile is your return? The Risk Reward profiles below are split into eight separate sectors each of which is compared against the S&P 500 Index. The graphic is a simple risk reward scatter chart with risk on the horizontal axis and reward on the vertical axis. Risk is defined as monthly return deviation or volatility ... the further to the right the greater the risk. Reward is defined as Compounded Annual Growth Rate or CAGR ... the higher the return the greater the reward. Note that the scales for both risk and reward vary for each sector. Definitions: Compounded Annual Growth Rate (CAGR) measures the growth of an investment as if it had grown at a steady rate on an annually compounded basis. Standard Deviation measures the volatility of the assets monthly return stream.

Sector Menu

Currencies Energies Equities Grains Interest Rates Meats Metals Softs

 

Currency Profile:

Market Symbols AD: Australian Dollar BP: British Pound CD: Canadian Dollar CU: Euro DX: U.S. Dollar JY: Japanese Yen SP: S&P 500 Index             Return to Top

 

Energy Profile:

Market Symbols CL: Crude Oil LGO: London Gas Oil RB: RBOB Gasoline NG: Natural Gas SP: S&P 500 Index               Return to Top

 

Equity Profile:

Market Symbols TF: Russell 2000 FCH: Paris CAC-40 FDX: German DAX HSI: Hang Seng SP: S&P 500 Index               Return to Top

 

Metal Profile:

Market Symbols GC: Gold HG: Copper MCU: LME Copper MHA: LME Aluminum MPB: LME Lead MZS: LME Zinc SP: S&P 500 Index           Return to Top

 

Interest Rate Profile:

Market Symbols ED: Eurodollar FV: Five Year Notes TY: Ten Year Notes CGB: Canadian Govt Bonds EBL: Euro Bund JGB: Japanese Govt Bond SP: S&P 500 Index           Return to Top

 

Grain Profile:

Market Symbols C: Corn S: Soybeans BO: Bean Oil SM: Soy Meal KW: Kansas City Wheat W: Wheat SP: S&P 500 Index           Return to Top

 

Meat Profile:

Market Symbols LC: Live Cattle LH: Lean Hogs SP: S&P 500 Index                 Return to Top

 

Soft Profile:

Market Symbols CT: Cotton LB: Lumber KC: Coffee SB: Sugar LSU: London Sugar SP: S&P 500 Index             Return to Top

 

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THE RISK OF LOSS IN TRADING COMMODITIES CAN BE SUBSTANTIAL. YOU SHOULD, THEREFORE, CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION.  THE HIGH DEGREE OF LEVERAGE THAT IS OFTEN OBTAINABLE IN COMMODITY TRADING CAN WORK AGAINST YOU AS WELL AS FOR YOU. THE USE OF LEVERAGE CAN LEAD TO LARGE LOSSES AS WELL AS GAINS.  PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.

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