IShares MSCI (Netherlands) Performance
| CTEC Etf | 5.29 0.07 1.34% |
The etf retains a Market Volatility (i.e., Beta) of 0.75, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares MSCI is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days iShares MSCI China has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest uncertain performance, the Etf's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the exchange-traded fund private investors. ...more
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IShares MSCI Relative Risk vs. Return Landscape
If you would invest 598.00 in iShares MSCI China on October 1, 2025 and sell it today you would lose (69.00) from holding iShares MSCI China or give up 11.54% of portfolio value over 90 days. iShares MSCI China is generating negative expected returns and assumes 1.502% volatility on return distribution over the 90 days horizon. Simply put, 13% 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 MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares MSCI China, and traders can use it to determine the average amount a IShares MSCI'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 = -0.122
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CTEC |
Estimated Market Risk
| 1.5 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.18 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares MSCI 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 MSCI by adding IShares MSCI to a well-diversified portfolio.
| iShares MSCI China generated a negative expected return over the last 90 days |