Ishares Flexible Monthly Etf Performance
| XFLX Etf | 39.75 0.18 0.45% |
The etf retains a Market Volatility (i.e., Beta) of 0.0189, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Flexible's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Flexible is expected to be smaller as well.
Risk-Adjusted Performance
5 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Flexible Monthly are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy basic indicators, IShares Flexible is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
1 | RBC iShares Opens the Market - Newsfile | 10/17/2024 |
IShares |
IShares Flexible Relative Risk vs. Return Landscape
If you would invest 3,954 in iShares Flexible Monthly on September 1, 2024 and sell it today you would earn a total of 21.00 from holding iShares Flexible Monthly or generate 0.53% return on investment over 90 days. iShares Flexible Monthly is generating 0.0131% of daily returns and assumes 0.1795% volatility on return distribution over the 90 days horizon. Simply put, 1% 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 Flexible Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Flexible's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Flexible Monthly, and traders can use it to determine the average amount a IShares Flexible'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 = 0.0729
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | XFLX |
Estimated Market Risk
| 0.18 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average IShares Flexible is performing at about 5% 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 Flexible by adding it to a well-diversified portfolio.
About IShares Flexible Performance
By examining IShares Flexible's fundamental ratios, stakeholders can obtain critical insights into IShares Flexible's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that IShares Flexible is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
IShares Flexible is entity of Canada. It is traded as Etf on TO exchange.