ISharesUBS Treasury (Australia) Performance
| IGB Etf | 96.00 0.60 0.62% |
The etf retains a Market Volatility (i.e., Beta) of -0.0548, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ISharesUBS Treasury are expected to decrease at a much lower rate. During the bear market, ISharesUBS Treasury is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days iSharesUBS Treasury has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable fundamental drivers, ISharesUBS Treasury is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| In Threey Sharp Ratio | 0.63 |
ISharesUBS |
ISharesUBS Treasury Relative Risk vs. Return Landscape
If you would invest 9,896 in iSharesUBS Treasury on August 26, 2024 and sell it today you would lose (296.00) from holding iSharesUBS Treasury or give up 2.99% of portfolio value over 90 days. iSharesUBS Treasury is producing return of less than zero assuming 0.2584% volatility of returns over the 90 days investment horizon. Simply put, 2% of all etfs have less volatile historical return distribution than ISharesUBS Treasury, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ISharesUBS Treasury Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ISharesUBS Treasury's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iSharesUBS Treasury, and traders can use it to determine the average amount a ISharesUBS 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 = -0.1768
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| Negative Returns | IGB |
Estimated Market Risk
| 0.26 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ISharesUBS 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 ISharesUBS Treasury by adding ISharesUBS Treasury to a well-diversified portfolio.
About ISharesUBS Treasury Performance
Assessing ISharesUBS Treasury's fundamental ratios provides investors with valuable insights into ISharesUBS Treasury's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the ISharesUBS Treasury is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
ISharesUBS Treasury is entity of Australia. It is traded as Etf on AU exchange.| iSharesUBS Treasury generated a negative expected return over the last 90 days |
Other Information on Investing in ISharesUBS Etf
ISharesUBS Treasury financial ratios help investors to determine whether ISharesUBS Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ISharesUBS with respect to the benefits of owning ISharesUBS Treasury security.