Ishares II (Germany) Performance
| GRON Etf | 4.11 0.01 0.24% |
The etf retains a Market Volatility (i.e., Beta) of 0.0753, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ishares II's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ishares II is expected to be smaller as well.
Risk-Adjusted Performance
3 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Ishares II PLC are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound technical and fundamental indicators, Ishares II is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Ishares |
Ishares II Relative Risk vs. Return Landscape
If you would invest 408.00 in Ishares II PLC on September 5, 2024 and sell it today you would earn a total of 3.00 from holding Ishares II PLC or generate 0.74% return on investment over 90 days. Ishares II PLC is generating 0.0124% of daily returns and assumes 0.2875% volatility on return distribution over the 90 days horizon. Simply put, 2% 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 |
| Risk |
Ishares II Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ishares II's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Ishares II PLC, and traders can use it to determine the average amount a Ishares II'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 = 0.0432
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | GRON |
Estimated Market Risk
| 0.29 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.01 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 II 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 II by adding it to a well-diversified portfolio.