Ishares Managed Futures Etf Market Value
| ISMF Etf | 27.06 0.80 2.87% |
| Symbol | IShares |
iShares Managed Futures's market price often diverges from its book value, the accounting figure shown on IShares's balance sheet. Smart investors calculate IShares Managed's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since IShares Managed's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between IShares Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Managed's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
IShares Managed 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to IShares Managed's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of IShares Managed.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in IShares Managed on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Managed Futures or generate 0.0% return on investment in IShares Managed over 90 days. IShares Managed is related to or competes with DGA Core, Draco Evolution, ProShares VIX, ProShares VIX, First Trust, Advisors Inner, and WisdomTree Managed. IShares Managed is entity of United States More
IShares Managed Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure IShares Managed's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess iShares Managed Futures upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7181 | |||
| Information Ratio | 0.0887 | |||
| Maximum Drawdown | 2.44 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.9513 |
IShares Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Managed's standard deviation. In reality, there are many statistical measures that can use IShares Managed historical prices to predict the future IShares Managed's volatility.| Risk Adjusted Performance | 0.1142 | |||
| Jensen Alpha | 0.0777 | |||
| Total Risk Alpha | 0.0604 | |||
| Sortino Ratio | 0.078 | |||
| Treynor Ratio | 0.24 |
IShares Managed February 2, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1142 | |||
| Market Risk Adjusted Performance | 0.25 | |||
| Mean Deviation | 0.4208 | |||
| Semi Deviation | 0.5111 | |||
| Downside Deviation | 0.7181 | |||
| Coefficient Of Variation | 625.44 | |||
| Standard Deviation | 0.6312 | |||
| Variance | 0.3984 | |||
| Information Ratio | 0.0887 | |||
| Jensen Alpha | 0.0777 | |||
| Total Risk Alpha | 0.0604 | |||
| Sortino Ratio | 0.078 | |||
| Treynor Ratio | 0.24 | |||
| Maximum Drawdown | 2.44 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.9513 | |||
| Downside Variance | 0.5157 | |||
| Semi Variance | 0.2613 | |||
| Expected Short fall | (0.46) | |||
| Skewness | (1.18) | |||
| Kurtosis | 7.09 |
iShares Managed Futures Backtested Returns
At this point, IShares Managed is out of control. iShares Managed Futures holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2 % return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares Managed Futures, which you can use to evaluate the volatility of the entity. Please check out IShares Managed's Risk Adjusted Performance of 0.1142, downside deviation of 0.7181, and Market Risk Adjusted Performance of 0.25 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. The etf retains a Market Volatility (i.e., Beta) of 0.38, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Managed is expected to be smaller as well.
Auto-correlation | 0.46 |
Average predictability
iShares Managed Futures has average predictability. Overlapping area represents the amount of predictability between IShares Managed time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of iShares Managed Futures price movement. The serial correlation of 0.46 indicates that about 46.0% of current IShares Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
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Check out IShares Managed Correlation, IShares Managed Volatility and IShares Managed Performance module to complement your research on IShares Managed. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
IShares Managed technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.