IShares MSCI (Israel) Performance
| ISFF505 Etf | 33,130 20.00 0.06% |
The etf retains a Market Volatility (i.e., Beta) of -0.053, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares MSCI are expected to decrease at a much lower rate. During the bear market, IShares MSCI is likely to outperform the market.
Risk-Adjusted Performance
9 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in iShares MSCI ACWI are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong technical and fundamental indicators, IShares MSCI is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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IShares MSCI Relative Risk vs. Return Landscape
If you would invest 3,180,000 in iShares MSCI ACWI on September 5, 2024 and sell it today you would earn a total of 133,000 from holding iShares MSCI ACWI or generate 4.18% return on investment over 90 days. iShares MSCI ACWI is generating 0.0918% of daily returns and assumes 0.738% volatility on return distribution over the 90 days horizon. Simply put, 6% 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 ACWI, 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 = 0.1244
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Estimated Market Risk
| 0.74 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average IShares MSCI is performing at about 9% 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 MSCI by adding it to a well-diversified portfolio.