IShares Diversified (Netherlands) Performance
| EXXY Etf | USD 27.04 0.28 1.05% |
The etf retains a Market Volatility (i.e., Beta) of 0.0508, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Diversified is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days iShares Diversified Commodity has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, IShares Diversified is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Fifty Two Week Low | 15.11 | |
| Fifty Two Week High | 26.15 |
IShares |
IShares Diversified Relative Risk vs. Return Landscape
If you would invest 2,729 in iShares Diversified Commodity on September 23, 2024 and sell it today you would lose (25.00) from holding iShares Diversified Commodity or give up 0.92% of portfolio value over 90 days. iShares Diversified Commodity is generating negative expected returns and assumes 0.7713% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than IShares, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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IShares Diversified Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Diversified's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Diversified Commodity, and traders can use it to determine the average amount a IShares Diversified'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 = -0.0143
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| Negative Returns | EXXY |
Estimated Market Risk
| 0.77 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares Diversified 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 IShares Diversified by adding IShares Diversified to a well-diversified portfolio.
IShares Diversified Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Diversified, and IShares Diversified fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on IShares Etf performance.
| Total Asset | 368.57 M | |||
About IShares Diversified Performance
Assessing IShares Diversified's fundamental ratios provides investors with valuable insights into IShares Diversified's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the IShares Diversified is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
iShares Dow Jones-UBS Commodity Swap is an exchange traded fund that aims to track the performance of the Dow Jones-UBS Commodity Index as closely as possible. DIVERS COMMODITY is traded on Amsterdam Stock Exchange in Netherlands.| iShares Diversified generated a negative expected return over the last 90 days | |
| iShares Diversified generated-6.0 ten year return of -6.0% | |
| This fund retains all of the assets under management (AUM) in different types of exotic instruments |
Other Information on Investing in IShares Etf
IShares Diversified financial ratios help investors to determine whether IShares Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in IShares with respect to the benefits of owning IShares Diversified security.