IShares Managed Competition
| ISMF Etf | 27.22 0.23 0.85% |
IShares Managed vs First Trust Correlation
Almost no diversification
The correlation between iShares Managed Futures and FMF is 0.93 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding iShares Managed Futures and FMF in the same portfolio, assuming nothing else is changed.
Moving together with IShares Etf
| 0.78 | VTI | Vanguard Total Stock | PairCorr |
| 0.74 | SPY | SPDR SP 500 | PairCorr |
| 0.74 | IVV | iShares Core SP | PairCorr |
| 0.68 | BND | Vanguard Total Bond | PairCorr |
| 0.94 | VTV | Vanguard Value Index | PairCorr |
Moving against IShares Etf
IShares Managed Competition Correlation Matrix
Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between IShares Managed and its competitors represents the degree of relationship between the price movements of corresponding etfs. A correlation of about +1.0 implies that the price of IShares and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of iShares Managed Futures does not affect the price movement of the other competitor.
IShares Managed Constituents Risk-Adjusted Indicators
There is a big difference between IShares Etf performing well and IShares Managed ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze IShares Managed's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| HF | 0.24 | 0.01 | (0.06) | 0.06 | 0.31 | 0.43 | 1.73 | |||
| DRAI | 0.53 | (0.05) | 0.00 | (0.03) | 0.00 | 1.07 | 3.35 | |||
| FAAR | 0.66 | 0.09 | 0.06 | (2.30) | 0.71 | 1.27 | 2.91 | |||
| FARX | 0.38 | 0.07 | 0.06 | 0.22 | 0.47 | 0.84 | 3.13 | |||
| WTMF | 0.47 | 0.01 | (0.02) | 0.05 | 0.67 | 0.93 | 4.09 | |||
| FFUT | 0.48 | 0.07 | 0.04 | 0.34 | 0.61 | 0.92 | 4.78 | |||
| ARB | 0.12 | (0.01) | (0.27) | (0.14) | 0.16 | 0.24 | 0.89 | |||
| CTA | 0.71 | 0.05 | 0.01 | 2.12 | 0.97 | 1.36 | 6.00 | |||
| FMF | 0.41 | 0.05 | 0.04 | 0.19 | 0.39 | 0.83 | 2.35 |
IShares Managed Competitive Analysis
The better you understand IShares Managed competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, IShares Managed's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across IShares Managed's competition over several years is one of the best ways to analyze its investment potential.| Better Than Average | Worse Than Peers | View Performance Chart |
IShares Managed Competition Performance Charts
Five steps to successful analysis of IShares Managed Competition
IShares Managed's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by iShares Managed Futures in relation to its competition. IShares Managed's competition analysis typically involves several steps, including:- Identifying the key players in the market: This involves identifying the major competitors of IShares Managed in the market, both direct and indirect, as well as new entrants and disruptive technologies.
- Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
- Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact IShares Managed's competitive landscape.
- Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to iShares Managed Futures, and developing a strategy to address them.
- Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
Complement your IShares Managed position
In addition to having IShares Managed in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.Did You Try This Idea?
Run IT Thematic Idea Now
IT
Information Technology (IT) companies and IT service providers across different domains. The IT theme has 37 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize IT Theme or any other thematic opportunities.
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Check out IShares Managed Correlation with its peers. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
iShares Managed Futures's market price often diverges from its book value, the accounting figure shown on IShares's balance sheet. Smart investors calculate IShares Managed's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since IShares Managed's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between IShares Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Managed's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.