IShares Sustainable (Germany) Performance
| QDVN Etf | 11.44 0.07 0.61% |
The etf retains a Market Volatility (i.e., Beta) of 0.0249, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Sustainable's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Sustainable is expected to be smaller as well.
Risk-Adjusted Performance
5 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Sustainable MSCI are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, IShares Sustainable is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
IShares |
IShares Sustainable Relative Risk vs. Return Landscape
If you would invest 1,103 in iShares Sustainable MSCI on September 28, 2024 and sell it today you would earn a total of 41.00 from holding iShares Sustainable MSCI or generate 3.72% return on investment over 90 days. iShares Sustainable MSCI is generating 0.0627% of daily returns and assumes 0.8859% volatility on return distribution over the 90 days horizon. Simply put, 7% 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 Sustainable Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Sustainable's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Sustainable MSCI, and traders can use it to determine the average amount a IShares Sustainable'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 = 0.0708
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Estimated Market Risk
| 0.89 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average IShares Sustainable is performing at about 5% 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 Sustainable by adding it to a well-diversified portfolio.