Ice Treasury Core Index Performance
| IDCOTCTR | 109.03 0.31 0.29% |
The entity retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and ICE Treasury are completely uncorrelated.
ICE Treasury Relative Risk vs. Return Landscape
If you would invest 10,987 in ICE Treasury Core on August 30, 2024 and sell it today you would lose (84.00) from holding ICE Treasury Core or give up 0.76% of portfolio value over 90 days. ICE Treasury Core is generating negative expected returns and assumes 0.3204% volatility on return distribution over the 90 days horizon. Simply put, 2% of indexs are less volatile than ICE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ICE Treasury Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ICE Treasury's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as ICE Treasury Core, and traders can use it to determine the average amount a ICE Treasury'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 = -0.0359
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | IDCOTCTR |
Estimated Market Risk
| 0.32 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 | 0 Most of other assets perform better |
Based on monthly moving average ICE Treasury 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 ICE Treasury by adding ICE Treasury to a well-diversified portfolio.
| ICE Treasury Core generated a negative expected return over the last 90 days |