IShares Edge (Germany) Performance
| 5MVL Etf | 48.39 0.22 0.46% |
The etf retains a Market Volatility (i.e., Beta) of -0.0376, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Edge are expected to decrease at a much lower rate. During the bear market, IShares Edge is likely to outperform the market.
Risk-Adjusted Performance
3 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Edge MSCI are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound essential indicators, IShares Edge is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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IShares Edge Relative Risk vs. Return Landscape
If you would invest 4,732 in iShares Edge MSCI on September 29, 2024 and sell it today you would earn a total of 107.00 from holding iShares Edge MSCI or generate 2.26% return on investment over 90 days. iShares Edge MSCI is generating 0.0416% of daily returns and assumes 1.0626% volatility on return distribution over the 90 days horizon. Simply put, 9% 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 Edge Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Edge's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Edge MSCI, and traders can use it to determine the average amount a IShares Edge'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 = 0.0392
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Estimated Market Risk
| 1.06 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average IShares Edge is performing at about 3% 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 IShares Edge by adding it to a well-diversified portfolio.